Software Decisions for a Neutral Portfolio of Securities

被引：0
|
作者：
Popchev, Ivan [1 ]
Velinova, Nadya [1 ]
机构：
[1] Inst Informat Technol, Sofia 1113, Bulgaria
来源：
CYBERNETICS AND INFORMATION TECHNOLOGIES | 2005年 / 5卷 / 01期
关键词：
risk neutrality; Neutral Portfolio of Securities; the "Greeks; sensitivities; software programs and calculators;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The aim of this article is to demonstrate how some software programs and products can be used to solve problems, connected with the construction of a neutral portfolio of securities. Some practical examples for analyzing the neutral portfolio of securities are presented. The primary motivation for constructing a neutral portfolio of securities is to create an exposure to specific risk without mixing any directional risk. The software programs used for solving the financial problems have many advantages. These programs are highly portable and integratable Internet based portfolio management systems. They are helping major corporations, government entities and smaller companies to realize their goals.
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页码：14 / 34
页数：21
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