Magistro darbe aprašyta investavimo samprata, investicijų funkcijos, investicinės rizikos rūšys, investicinių rinkų dalyviai ir investuotojų tipai, atlikta investicinių instrumentų analizė, jų pagrindinės charakteristikos palygintos tarpusavyje, išanalizuoti Lietuvos ir užsienio...

Financial markets are divided into money market and securities market. Although authoress writes shortly about history of securities market and history of the most important Stock Exchanges of the world, the aim of this paperwork is to observe the evaluation of the Lithuanian Securities market....

Three years after the seminal work of Black and Scholes on the pricing of European options, Scholes presented a paper in which the impact of taxation on the value of an option is analyzed. We restart this discussion in a simple binomial setting emphasizing the economic principles of replicating...

In this thesis we discuss option pricing and hedging under regime switching models. To the standard model we add jumps of various types. In particular, we consider a jump that is synchronous with a change in the regime state. Thus, for example, we can define a process such that the stock price...