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Binomski model in zaščita : delo diplomskega seminarja
Dvoršak, Živa (Author), Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window

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Language:Slovenian
Keywords:finančna matematika, evropska nakupna opcija, zaščita, grški parametri, razširjeno binomsko drevo, binomski Black-Scholesov model
Work type:Final seminar paper (mb14)
Tipology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Year:2017
Publisher:[Ž. Dvoršak]
Number of pages:VII, 27 str.
UDC:519.8
COBISS.SI-ID:18222681 Link is opened in a new window
Views:253
Downloads:161
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Secondary language

Language:English
Title:Binomial model and the Greeks
Keywords:mathematics, European call option, hedging, Greeks, extended binomial tree, binomial Black-Scholes model

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