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Vrednotenje azijskih opcij po binomski metodi s singularnimi točkami : delo diplomskega seminarja
ID
Kogovšek, Mihaela
(
Author
),
ID
Košir, Tomaž
(
Mentor
)
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MD5: 26DA039C03C21429A8AF96CCEE2AF093
PID:
20.500.12556/rul/aa3495c0-3d6e-44a8-b70e-2a992592e38d
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Language:
Slovenian
Keywords:
opcije
,
singularne točke
,
binomski model
,
vrednotenje opcij
Work type:
Final seminar paper
Typology:
2.11 - Undergraduate Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[M. Kogovšek]
Year:
2012
Number of pages:
29 str.
PID:
20.500.12556/RUL-96884
UDC:
519.8
COBISS.SI-ID:
16772697
Publication date in RUL:
17.10.2017
Views:
1305
Downloads:
288
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Secondary language
Language:
English
Title:
Singular Points Binomial Method for the Valuation of Asian Options
Keywords:
options
,
singular points
,
binomial model
,
pricing options
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