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Implicirana binomska drevesa : delo diplomskega seminarja
ID Horvatič, Maja (Author), ID Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window

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MD5: E9506E992E9048A6250CAD4877D6C8D1
PID: 20.500.12556/rul/62b238df-5b82-4bd8-a961-e9c9d52580c5

Language:Slovenian
Keywords:matematika, Black-Scholesov model, nestanovitnost, opcije, rekombinirano binomsko drevo
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[M. Horvatič]
Year:2014
Number of pages:24 str.
PID:20.500.12556/RUL-97040 This link opens in a new window
UDC:51-7
COBISS.SI-ID:17263961 This link opens in a new window
Publication date in RUL:18.10.2017
Views:1992
Downloads:598
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Secondary language

Language:English
Title:Implied binomial trees
Keywords:mathematics, Black-Scholes model, volatility, options, recombining binomial tree

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