Multitrend approach to the choice and estimated value of options

Abstract

Issues surrounding usage of the theory derivatives resultsin the organization of exchange trade in options are considered. It is noted that tools which are offered by the theory and which are used by the exchange, provide investors with equal opportunities without indication of reference points of the most preferable choice. It is offered to investors by analogy to the exchange trading in the same option, but to different strikes to get not one, but several options,focusing not on the risk-neutral valuation, buton risk - trend. Dependence risk - trend estimates are shown from level at which there is the current trend.