Your browser does not allow JavaScript!
JavaScript is necessary for the proper functioning of this website. Please enable JavaScript or use a modern browser.
Open Science Slovenia
Open Science
DiKUL
slv
|
eng
Search
Browse
New in RUL
About RUL
In numbers
Help
Sign in
Metoda Crank-Nicolson za vrednotenje opcij : delo diplomskega seminarja
ID
Troha, Nina
(
Author
),
ID
Košir, Tomaž
(
Mentor
)
More about this mentor...
PDF - Presentation file,
Download
(876,16 KB)
MD5: 9E95674C568FFF45AE38F56CA33C64F2
PID:
20.500.12556/rul/8719f597-58f5-4a39-8d58-e4f65628c022
Image galllery
Language:
Slovenian
Keywords:
matematika
,
evropske opcije
,
vrednotenje
,
Black-Scholesov model
,
metode končnih diferenc
,
metoda Crank-Nicolson
Work type:
Final seminar paper
Typology:
2.11 - Undergraduate Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[N. Troha]
Year:
2014
Number of pages:
41 str.
PID:
20.500.12556/RUL-97001
UDC:
519.8
COBISS.SI-ID:
17275225
Publication date in RUL:
18.10.2017
Views:
2373
Downloads:
377
Metadata:
Cite this work
Plain text
BibTeX
EndNote XML
EndNote/Refer
RIS
ABNT
ACM Ref
AMA
APA
Chicago 17th Author-Date
Harvard
IEEE
ISO 690
MLA
Vancouver
:
Copy citation
Share:
Secondary language
Language:
English
Title:
Crank-Nicolson Method for option pricing
Keywords:
mathematics
,
European options
,
pricing
,
Black-Scholes model
,
finite difference methods
,
Crank-Nicolson model
Similar documents
Similar works from RUL:
Similar works from other Slovenian collections:
Back