FORMING THE OPTIMAL OPTION’S PORTFOLIO WITH CONSIDERING OF GUARANTEED COLLATERAL
Interest to the market of financial products steadily grows. Broker's companies aspire to provide the maximal income with the advance certain size of losses. In general case brokers are create financial products based on simple option strategies. On account of this approach is difficult to realize the various investor targets. Our research is devoted to the description of the approach of complex portfolios design which are called "bull" and "bear" collars. The aim of the research is to design the complex portfolios "bull" and "bear" collars based on equity options. For achievement of the aim two primary problems have been put: 1) to study the basic procedure of complex portfolios design of equity options; 2) to implement the proposed approuch of complex portfolios design in Matlab.