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dc.contributor.advisorTayachi, Tahar
dc.contributor.authorHarbi, Gehan
dc.date.accessioned2022-11-20T11:16:35Z
dc.date.available2022-11-20T11:16:35Z
dc.date.issued2015
dc.date.submitted2015
dc.identifier.urihttp://hdl.handle.net/20.500.14131/300
dc.description.abstractDerivatives 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.
dc.language.isoen_US
dc.publisherEffat University
dc.subjectCall Options
dc.subjectUrbun
dc.subjectCurrency
dc.subjectGarman Kohlhagen
dc.subjectBlack and Scholes
dc.titlePricing urbun call option
dc.typeThesis
refterms.dateFOA2022-11-20T11:16:35Z
dc.contributor.researcherGraduate Studies and Research


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