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- Title
Linear Regression Approach for the Financial Risks of Shipping Industry.
- Authors
Yazir, D.; Sahin, B.
- Abstract
The aim of this study is to propose a linear regression approach for Black & Scholes model that is used for call option and put option to derive pricing and risk management. In this study, the effects of share prices, exercise prices, volatility and interest rate on put options are observed in an interactive manner. Financial risks of maritime transportation are studied in order to provide a feasible solution for the threats in the global maritime economic system. In conclusion, the unclear behaviors of the Black & Scholes models are revealed by the linear regression model.
- Subjects
MARITIME shipping finance; FINANCIAL risk; REGRESSION analysis
- Publication
TransNav: International Journal on Marine Navigation & Safety of Sea Transportation, 2017, Vol 11, Issue 4, p635
- ISSN
2083-6473
- Publication type
Article
- DOI
10.12716/1001.11.04.09