Binomski model in zaščita : delo diplomskega seminarja

Dvoršak, Živa (author), Košir, Tomaž (mentor)

• Language: Slovenian
• Keywords: finančna matematika, evropska nakupna opcija, zaščita, grški parametri, razširjeno binomsko drevo, binomski Black-Scholesov model
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [Ž. Dvoršak]
• Year: 2017
• Number of pages: VII, 27 str.
• PID: 20.500.12556/RUL-100690
• UDC: 519.8
• COBISS.SI-ID: 18222681
• Publication date in RUL: 06.04.2018

Secondary language

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