izpis_h1_title_alt

Uporaba statističnih testov za kalibracijo parametrov v Black-Scholesovem modelu : delo diplomskega seminarja
ID Sinani, Ayrton (Author), ID Velušček, Dejan (Mentor) More about this mentor... This link opens in a new window

.pdfPDF - Presentation file, Download (458,64 KB)
MD5: 826CC9E1BECCF55109ABB865A67D5C37
PID: 20.500.12556/rul/156ea1f6-4821-4dcd-b928-79bb7be79af8

Language:Slovenian
Keywords:matematika, Black-Scholesova formula, vrednotenje opcij, statistični testi
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[A. Sinani]
Year:2014
Number of pages:25 str.
PID:20.500.12556/RUL-97027 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17271385 This link opens in a new window
Publication date in RUL:18.10.2017
Views:1063
Downloads:287
Metadata:XML RDF-CHPDL DC-XML DC-RDF
:
Copy citation
Share:Bookmark and Share

Secondary language

Language:English
Title:The Use of Statistical Tests to calibrate the Parameters in the Black-Scholes Model
Keywords:mathematics, Black-Scholes formula, evaluation of options, statistical tests

Similar documents

Similar works from RUL:
Similar works from other Slovenian collections:

Back