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Zamenjava variance : delo diplomskega seminarja
ID
Brezavšček, Ana
(
Author
),
ID
Košir, Tomaž
(
Mentor
)
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(844,74 KB)
MD5: 6141754D13F4CDD1EE907475E9036A2B
PID:
20.500.12556/rul/b3b448f2-8fb0-4d88-a5e0-33fd43567857
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Language:
Slovenian
Keywords:
matematika
,
zamenjava variance
,
nestanovitnost
,
delta varovanje
Work type:
Final seminar paper
Typology:
2.11 - Undergraduate Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[A. Brezavšček]
Year:
2013
Number of pages:
26 str.
PID:
20.500.12556/RUL-96937
UDC:
519.8
COBISS.SI-ID:
16920409
Publication date in RUL:
17.10.2017
Views:
1268
Downloads:
280
Metadata:
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Secondary language
Language:
English
Title:
Variance swap
Keywords:
mathematics
,
variance swap
,
volatility
,
delta hedging
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