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Vrednotenje obrestnih kapic in opcijskih zamenjav : delo diplomskega seminarja
ID Škoberne, Polona (Author), ID Cvetko-Vah, Karin (Mentor) More about this mentor... This link opens in a new window

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MD5: F06BA36FA71A18AC224B23AD1A32AB82
PID: 20.500.12556/rul/646d8893-a9c3-48da-bdee-562e9626e0b3

Language:Slovenian
Keywords:finančna matematika, Blackov model, opcijske zamenjave, obrestne kapice, terminske obrestne mere, implicirana volatilnost
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[P. Škoberne]
Year:2012
Number of pages:28 str.
PID:20.500.12556/RUL-96872 This link opens in a new window
UDC:519.8
COBISS.SI-ID:16599129 This link opens in a new window
Publication date in RUL:17.10.2017
Views:1306
Downloads:323
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Secondary language

Language:English
Title:Valuation of caps and swaptions
Keywords:mathematics, Black model, swaptions, interest rate caps, future interest rates, implied volatility

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