Mathematics for Investment: Loss Protection with Options

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Published: Apr 29, 2022
Keywords:
Stock, Options, Put option, Call option

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Saranporn Kaewkhamla
Department of Mathematics and Computer Science, Faculty of Science Chulalongkorn University, Bangkok 10330
Kritsana Neammanee
Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok 10330
Tippawan Santiwipanont
Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok 10330

Abstract

Every investment carries the risk of loss. We study how to use options to help prevent investment losses. We provide sufficient and necessary conditions on how to invest in stocks with a hedge in options that will always make the investment profitable.

Article Details

How to Cite
Kaewkhamla, S., Neammanee, K., & Santiwipanont, T. (2022). Mathematics for Investment: Loss Protection with Options. Mathematical Journal by The Mathematical Association of Thailand Under The Patronage of His Majesty The King, 67(706), 30–44. Retrieved from https://ph02.tci-thaijo.org/index.php/MJMATh/article/view/244160
Issue
Vol. 67 No. 706 (2022): January – April 2022
Section
Research Article

References

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