Linear Regression Approach for the Financial Risks of Shipping Industry
Journal Title: TransNav, the International Journal on Marine Navigation and Safety of Sea Transportation - Year 2017, Vol 11, Issue 4
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.
Authors and Affiliations
Devran Yazir, Bekir Sahin
Keywords
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- EP ID EP246966
- DOI 10.12716/1001.11.04.09
- Views 101
- Downloads 0
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