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Information × Registration Number 0203U002447, 0103U005050 , R & D reports Title The analysis and optimization of policies of hedging is brave at arrangement of the state blocks of shares. The initial size of the premium of option on the state block of shares. popup.stage_title Head Naiman E.L., Registration Date 08-05-2003 Organization "Polar-Invest" Ltd popup.description2 Last decade notably was boosted attention to so-called to derivative financial tools (derivative securities). Among derivative tools the largest concern is produced by options. Option perceive the right, but not the obligation to purchase / sell some financial tools, the shares or currency under the stipulated price when there comes time or up to негo. Distinguish options on the right of purchasing (call option) and on the right of sale (put option). The option is the special case of a forward transaction. He differs from a forward transaction first of all by that the proprietor of option can realise the right on the agreement or refuse his fulfilment. If the agreement is waiving of fulfilment, the proprietor of option bears losses only in limits of the premium, paid him. The designed technique determines the procedure of payments of the initial size of the premium of option on the blocks of shares, which one belong to to the state in the open joint-stock companies. The calculation of the initial size of the premium of option implements a state organ of privatization. The calculation of the initial size of the premium implements on the basis of model Blek-Tchoulsa, which one is intended for an estimation of options, the base asset which one is the shares.5635 Product Description popup.authors popup.nrat_date 2020-04-02 Close