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Zaščita z opcijami in likvidnostni stroški : magistrsko delo
ID Grill, Tanja (Author), ID Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window

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MD5: 7C7EB90198592AABEA5677127CFCB96D
PID: 20.500.12556/rul/b517c619-6313-4e73-a0f4-05e963100af8

Language:Slovenian
Keywords:zaščita z opcijami, likvidnostni stroški, nadzaščita, omejitve game
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[T. Grill]
Year:2014
Number of pages:59 str.
PID:20.500.12556/RUL-96843 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17103193 This link opens in a new window
Publication date in RUL:16.10.2017
Views:1145
Downloads:428
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Secondary language

Language:English
Keywords:option hedging, liquidity costs, super-replication, gamma constraint

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