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Pogosta vprašanja pri vrednotenju opcij : delo diplomskega seminarja
Ulrych, Urban (Author), Omladič, Matjaž (Mentor) More about this mentor... This link opens in a new window

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Language:Slovenian
Keywords:matematika, binomski model, zaščitni portfelj, pogojna terjatev, do tveganja nevtralne vrednosti, Black-Scholesova parcialna diferencialna enačba, volatilnost
Work type:Final seminar paper (mb14)
Tipology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Year:2014
Publisher:[U. Ulrych]
Number of pages:27 str.
UDC:519.8
COBISS.SI-ID:17275481 Link is opened in a new window
Views:261
Downloads:150
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Secondary language

Language:English
Title:Frequently Asked Questions in Option Pricing Theory
Keywords:mathematics, binomial model, hedging portfolio, contingent claim, risk-neutral probabilities, Black-Scholes partial differential equation, volatility

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