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Model lokalne volatilnosti : magistrsko delo
ID Zupančič, Matic (Author), ID Perman, Mihael (Mentor) More about this mentor... This link opens in a new window

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Language:Slovenian
Keywords:lokalna volatilnost, implicirana volatilnost, vrednotenje izvedenih instrumentov
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[M. Zupančič]
Year:2018
Number of pages:V, 49 str.
PID:20.500.12556/RUL-101177 This link opens in a new window
UDC:519.8
COBISS.SI-ID:18362969 This link opens in a new window
Publication date in RUL:09.05.2018
Views:2157
Downloads:544
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Secondary language

Language:English
Keywords:local volatility, implied volatility, derivatives pricing

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