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Vrednotenje vremenskih opcij : delo diplomskega seminarja
ID Veselinovič, Eva (Author), ID Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window

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MD5: 58D948CD4A52741746E684764E17682F
PID: 20.500.12556/rul/73daf374-58b6-4d3d-a552-a5317a5a27d8

Language:Slovenian
Keywords:finančna matematika, vremenske opcije, indeksi dnevnih stopinj, CAT indeksi, prilegajoča se porazdelitev, vrednotenje, funkcija izplačila
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[E. Veselinovič]
Year:2012
Number of pages:46 str.
PID:20.500.12556/RUL-96859 This link opens in a new window
UDC:519.8
COBISS.SI-ID:16668249 This link opens in a new window
Publication date in RUL:17.10.2017
Views:1076
Downloads:296
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Secondary language

Language:English
Title:Weather Options Valuation
Keywords:mathematics, weather options, degree days indices, CAT indices, fitted distribution, valuation, pay-off function

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