Uporaba metod Monte Carlo za vrednotenje opcij : diplomsko delo

Povšič, Rok (author), Robič, Borut (mentor)

• Language: Slovenian
• Keywords: opcija, metode Monte Carlo, vrednotenje, finance, računalništvo, računalništvo in informatika, računalništvo in matematika, univerzitetni študij, interdisciplinarni študij, diplomske naloge
• Work type: Bachelor thesis/paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FRI - Faculty of Computer and Information Science
• Place of publishing: Ljubljana
• Publisher: R. Povšič
• Year: 2013
• Number of pages: 40 str.
• PID: 20.500.12556/RUL-157671
• UDC: 004.021(043.2)
• COBISS.SI-ID: 10152532
• Publication date in RUL: 26.05.2024

Secondary language

• Language: English
• Title: The use of Monte Carlo methods for option pricing
• Keywords: option, Monte Carlo methods, valuation, finance, computer science, computer and information science, computer science and mathematics, interdisciplinary studies, diploma