ETDs @PUC-Rio
| Título: | A PRACTICAL ANALYSIS ON THE BRAZILIAN MARKET OF OPTIONS USING STRUCTURED OPERATIONS WITH SELLING VOLATILITY | ||||||||||||
| Autor: |
LEONARDO FONTES BACHA |
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| Colaborador(es): |
ANTONIO CARLOS FIGUEIREDO PINTO - Orientador |
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| Catalogação: | 27/FEV/2018 | Língua(s): | PORTUGUESE - BRAZIL |
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| Tipo: | TEXT | Subtipo: | THESIS | ||||||||||
| Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
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| Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=33120&idi=1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=33120&idi=2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.33120 | ||||||||||||
| Resumo: | |||||||||||||
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The objective of this work is to perform a practical analysis about the various strategies on the brazilian financial market using structured options. For this, the stipulate focus was on Selling Volatility, scenario in which the investitor bets on the lateral movement of the stock market and he loses with the sharp
change both upwards and downwards of the assets. An apresentation is made of some infinite variations that structured operations can be combined and the consequent behavior of those in different options, accompanied by the data collection of BMandFBovespa s history and subsequent analysis in the period from
04 to 17 April 2017 of the theoretical models of Selling Volatility in the real world, highlighted the influence of the important tools used by decision makers: the Greeks.
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