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National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Opční strategie
 Berezkin, Áron ; Witzany, Jiří (advisor) ; Witzany, Jiří (referee)
The bachelor thesis is focused on a detailed analysis of the option strategy Iron Condor. In the introductory chapter the reader is sufficiently familiarized with basic functioning of the options and with influences that affect their value. Furthermore, detailed description of the strategy Iron Condor is provided including the strategy related context, which a trader needs to be aware of in order to be able to execute the strategy. In conclusion, the strategy is backtested on the U.S. index RUT and the results are analyzed.
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