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Opcije na razliko : vrednotenje in varovanje pred tveganji : magistrsko delo
ID
Klemenčič, Teja
(
Author
),
ID
Košir, Tomaž
(
Mentor
)
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MD5: 08D6A564B9D959AD998B39706ECA93E5
PID:
20.500.12556/rul/e6a73ef9-ae0c-49d8-976e-01cf5f8d81b5
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Language:
Slovenian
Keywords:
finančna matematika
,
vrednotenje
,
varovanje pred tveganji
,
opcija na razliko
,
eksotična opcija
,
energetski trg
Work type:
Master's thesis/paper
Typology:
2.09 - Master's Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[T. Klemenčič]
Year:
2014
Number of pages:
VI, 52 str.
PID:
20.500.12556/RUL-96825
UDC:
519.8
COBISS.SI-ID:
17205593
Publication date in RUL:
16.10.2017
Views:
1471
Downloads:
442
Metadata:
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Secondary language
Language:
English
Title:
Pricing and hedging spread options
Keywords:
pricing
,
hedging
,
spread option
,
exotic option
,
energy market
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