期刊名称：International Journal of Research in Management, Science & Technology
印刷版ISSN：2321-3264
出版年度：2015
卷号：3
期号：1
出版社：Prannath Parnami Institute of Management & Technology, Hisar
摘要：The measurement of risk in the market is so crucial work and it cannot be used to denote for future expectations. The market is completely moving with random, wandering and it is efficient in changing of volatility. The Chicago board of trade first introduced derivatives and later it was developed all around the world and most popularly used to hedge the risk. The American option can be sold at any time before maturity, but European can sell at only maturity date, these made the researchers to concentrate to find the price of an option in the future and its sensitivity through Greek letters. This study is considered on Black-Scholes option pricing and risk measure by using Delta, Vega, Theta, Rho, Gamma
