{"id":30625,"date":"2023-12-07T09:38:36","date_gmt":"2023-12-07T09:38:36","guid":{"rendered":"https:\/\/masterskills.org\/blog\/quyen-chon-kieu-nga-russian-option-la-gi-nhung-dac-diem-can-luu-y.html"},"modified":"2023-12-23T06:13:47","modified_gmt":"2023-12-22T23:13:47","slug":"quyen-chon-kieu-nga-russian-option-la-gi-nhung-dac-diem-can-luu-y","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/quyen-chon-kieu-nga-russian-option-la-gi-nhung-dac-diem-can-luu-y.html","title":{"rendered":"Quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga (Russian Option) l\u00e0 g\u00ec? Nh\u1eefng \u0111\u1eb7c \u0111i\u1ec3m c\u1ea7n l\u01b0u \u00fd"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda. Ngu\u1ed3n: Vietnam Embassy in Mexico<\/p>\n<\/div>\n<\/div>\n

Quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga<\/font><\/h2>\n

Kh\u00e1i ni\u1ec7m<\/b><\/p>\n

Quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga<\/b>, ti\u1ebfng Anh g\u1ecdi l\u00e0 Russian option<\/b>. Ngo\u00e0i ra, n\u00f3 c\u00f2n \u0111\u01b0\u1ee3c bi\u1ebft \u0111\u1ebfn v\u1edbi t\u00ean g\u1ecdi l\u00e0 quy\u1ec1n ch\u1ecdn gi\u1ea3m thi\u1ec3u h\u1ed1i h\u1eadn<\/b>, ti\u1ebfng Anh g\u1ecdi l\u00e0 reduced regret option<\/b>.<\/p>\n

Quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga<\/b>\u00a0l\u00e0 d\u1ea1ng quy\u1ec1n ch\u1ecdn c\u00f3 ch\u1ee9a m\u1ed9t \u0111i\u1ec1u kho\u1ea3n h\u1ed3i t\u01b0\u1edfng<\/i> v\u00e0 kh\u00f4ng c\u00f3 ng\u00e0y \u0111\u00e1o h\u1ea1n. Ngh\u0129a l\u00e0 ng\u01b0\u1eddi n\u1eafm gi\u1eef h\u1ee3p \u0111\u1ed3ng quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga c\u00f3 th\u1ec3 ch\u1edd \u0111\u1ee3i bao l\u00e2u t\u00f9y th\u00edch tr\u01b0\u1edbc khi quy\u1ebft \u0111\u1ecbnh th\u1ef1c hi\u1ec7n quy\u1ec1n ch\u1ecdn, v\u00e0 c\u00f3 th\u1ec3 ch\u1ecdn th\u1ef1c hi\u1ec7n quy\u1ec1n ch\u1ecdn t\u1ea1i m\u1ed9t m\u1ee9c gi\u00e1 n\u00e0o \u0111\u00f3 m\u00e0 quy\u1ec1n ch\u1ecdn \u0111\u00e3 t\u1eebng \u0111\u1ea1t \u0111\u01b0\u1ee3c trong qu\u00e1 kh\u1ee9 m\u00e0 kh\u00f4ng c\u1ea7n quan t\u00e2m \u0111\u1ebfn gi\u00e1 hi\u1ec7n t\u1ea1i c\u1ee7a quy\u1ec1n ch\u1ecdn.<\/p>\n

Quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga kh\u00f4ng \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng ph\u1ed5 bi\u1ebfn b\u1edfi nh\u1eefng ng\u01b0\u1eddi giao d\u1ecbch, v\u00e0 n\u00f3 c\u0169ng th\u01b0\u1eddng c\u00f3 m\u1ed9t m\u1ee9c ph\u00ed quy\u1ec1n ch\u1ecdn <\/i>r\u1ea5t cao do nh\u1eefng qui \u0111\u1ecbnh \u0111em l\u1ea1i nhi\u1ec1u l\u1ee3i th\u1ebf cho ng\u01b0\u1eddi n\u1eafm gi\u1eef h\u1ee3p \u0111\u1ed3ng. V\u00e0 v\u00ec \u0111\u1ed9 hi\u1ebfm c\u1ee7a m\u00ecnh, n\u00f3 c\u0169ng \u0111\u01b0\u1ee3c xem l\u00e0 quy\u1ec1n ch\u1ecdn lai<\/i>.<\/p>\n

Hi\u1ec3u r\u00f5 h\u01a1n v\u1ec1 quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga<\/font><\/h3>\n

Kh\u00e1i ni\u1ec7m v\u1ec1 quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga<\/b> l\u1ea7n \u0111\u1ea7u \u0111\u01b0\u1ee3c \u0111\u1ec1 xu\u1ea5t b\u1edfi Larry Shepp v\u00e0 A. N. Shiryaev trong m\u1ed9t b\u00e0i b\u00e1o \u0111\u01b0\u1ee3c c\u00f4ng b\u1ed1 tr\u00ean m\u1ed9t t\u1ea1p ch\u00ed h\u1ecdc thu\u1eadt c\u00f3 t\u00ean l\u00e0 “Bi\u00ean ni\u00ean s\u1eed v\u1ec1 x\u00e1c su\u1ea5t \u1ee9ng d\u1ee5ng” (Annals of Applied Probability).<\/p>\n

H\u1ecd \u0111\u00e3 m\u00f4 t\u1ea3 m\u1ed9t d\u1ea1ng quy\u1ec1n ch\u1ecdn m\u1edbi cho ph\u00e9p ng\u01b0\u1eddi n\u1eafm gi\u1eef quy\u1ec1n ch\u1ecdn c\u00f3 th\u1ec3 n\u1eafm gi\u1eef quy\u1ec1n ch\u1ecdn m\u00e3i m\u00e3i hay th\u1ef1c hi\u1ec7n quy\u1ec1n ch\u1ecdn v\u00e0o b\u1ea5t k\u00ec l\u00fac n\u00e0o. V\u00e0 khi th\u1ef1c hi\u1ec7n quy\u1ec1n ch\u1ecdn th\u00ec ng\u01b0\u1eddi n\u1eafm gi\u1eef c\u00f3 th\u1ec3 ch\u1ecdn gi\u00e1 hi\u1ec7n t\u1ea1i hay b\u1ea5t k\u00ec gi\u00e1 n\u00e0o m\u00e0 quy\u1ec1n ch\u1ecdn t\u1eebng ch\u1ea1m \u0111\u1ebfn trong qu\u00e1 kh\u1ee9.<\/p>\n

H\u1ea7u h\u1ebft nh\u00e0 \u0111\u1ea7u t\u01b0 s\u1ebd r\u1ea5t mu\u1ed1n s\u1edf h\u1eefu m\u1ed9t d\u1ea1ng quy\u1ec1n ch\u1ecdn nh\u01b0 v\u1eady, v\u00ec n\u00f3 \u0111em \u0111\u1ebfn l\u1ee3i th\u1ebf to l\u1edbn cho ng\u01b0\u1eddi n\u1eafm gi\u1eef. Tuy nhi\u00ean, d\u00f9 \u0111\u01b0\u1ee3c gi\u1edbi h\u1ecdc thu\u1eadt th\u1ea3o lu\u1eadn r\u1ea5t nhi\u1ec1u, nh\u01b0ng quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga ch\u01b0a t\u1eebng \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng r\u1ed9ng r\u00e3i b\u1edfi nh\u1eefng ng\u01b0\u1eddi giao d\u1ecbch.<\/p>\n

N\u1ebfu c\u00f3 th\u1ec3 \u00e1p d\u1ee5ng \u0111\u01b0\u1ee3c trong th\u1ef1c t\u1ebf, th\u00ec kh\u1ea3 n\u0103ng cao n\u00f3 s\u1ebd \u0111\u01b0\u1ee3c giao d\u1ecbch tr\u00ean th\u1ecb tr\u01b0\u1eddng OTC v\u1edbi m\u1ed9t m\u1ee9c ph\u00ed quy\u1ec1n ch\u1ecdn<\/i> cao ng\u1ea5t. H\u1ea1n ch\u1ebf n\u00e0y c\u0169ng s\u1ebd lo\u1ea1i b\u1ecf s\u1ee9c h\u1ea5p d\u1eabn c\u1ee7a quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga \u0111\u1ed1i v\u1edbi s\u1ed1 \u0111\u00f4ng ng\u01b0\u1eddi giao d\u1ecbch.<\/p>\n

(Theo Investopedia<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Quy\u1ec1n ch\u1ecdn ki\u1ec3u Nga (ti\u1ebfng Anh: Russian option) l\u00e0 d\u1ea1ng quy\u1ec1n ch\u1ecdn c\u00f3 ch\u1ee9a m\u1ed9t \u0111i\u1ec1u kho\u1ea3n h\u1ed3i t\u01b0\u1edfng v\u00e0 kh\u00f4ng c\u00f3 ng\u00e0y \u0111\u00e1o h\u1ea1n.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[417],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/30625"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=30625"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/30625\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=30625"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=30625"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=30625"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}