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    Pricing urbun call option

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    Type
    Thesis
    Author
    Harbi, Gehan
    Supervisor
    Tayachi, Tahar
    Subject
    Call Options
    Urbun
    Currency
    Garman Kohlhagen
    Black and Scholes
    Date
    2015
    
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    Abstract
    Derivatives are very unique instruments and the value according to underlying assets. Derivatives have many forms the one we interested on in this study is Options contract that gives rights to buyer or seller to exercise their rights based on the price movement of an underlying assets. Nevertheless, an option is not acceptable according to many scholars due to its speculative nature and premium fee charge and not because of its promise. This Thesis is an application to pricing Urbun Call Options based on Urbun or deposits as a replacement to premium fee charged in conventional options by implement the conventional framework of pricing of currency option (Garman and Kohlhagen 1983) to price Urbun Call Option from an Islamic perspective. The need of the concept of hedging in Islamic finance we provide a reconsideration of currency options for the benefits of maslahah, and would enrich the Islamic economics literature.
    Publisher
    Effat University
    Collections
    Master of Science in Finance

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