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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

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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:1286
Downloads:319
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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

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