Spektralne metode za vrednotenje evropskih opcij : magistrsko delo

Smodiš, Nika (author), Knez, Marjetka (mentor)

• Language: Slovenian
• Keywords: finančna matematika, opcije, evropske opcije, Black-Scholes, numerične metode, spektralne metode, spektralna Galerkinova metoda
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [N. Smodiš]
• Year: 2015
• Number of pages: VI, 52 str.
• PID: 20.500.12556/RUL-96805
• UDC: 519.6
• COBISS.SI-ID: 17443161
• Publication date in RUL: 16.10.2017

Secondary language

• Language: English
• Title: Spectral methods for European option pricing
• Keywords: options, European option, Black - Scholes, numerical methods, spectral methods, spectral Galerkin method