توظيف الخيارات المتقدمة لأغراض التحوط في مجال الإنتاج الصناعي : دراسة تطبيقية في عينة من شركات القطاع الصناعي العراقي الخاص

Abstract EN

The research aims to employ the advanced options in the industrial production environment, which consists of (20) companies registered in the Iraqi Stock Exchange for the purpose of hedging the financial risks faced by companies in this sector.

To this end adopted a set of advanced financial strategies and scenarios, Buy options, selling options and call options.

This was done by adopting sophisticated standards and models as a two-dimensional and two-dimensional model for the purpose of identifying the hedge portfolio.

The research reached a number of important conclusions: 1.

The rise and fall of the fair theoretical value of the option is due to the rise and fall in the stock market price.

2.

The hedging portfolio aims to achieve a rate of return that is fully equal to the risk-free rate of return.

3.

When dealing with a hedging strategy using buy options, the profits and losses of the investor under the hedge will be the difference between the return and the reward.

4.

When dealing with a hedging strategy using the selling options, the profits and losses of the investor under the hedge will be the difference between the return and the reward.

5.

The hedging strategy is used using covered call and sell rights to increase returns.