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Vrednotenje azijskih opcij po binomski metodi s singularnimi točkami : delo diplomskega seminarja
ID Kogovšek, Mihaela (Author), ID Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window

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MD5: 26DA039C03C21429A8AF96CCEE2AF093
PID: 20.500.12556/rul/aa3495c0-3d6e-44a8-b70e-2a992592e38d

Language:Slovenian
Keywords:opcije, singularne točke, binomski model, vrednotenje opcij
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[M. Kogovšek]
Year:2012
Number of pages:29 str.
PID:20.500.12556/RUL-96884 This link opens in a new window
UDC:519.8
COBISS.SI-ID:16772697 This link opens in a new window
Publication date in RUL:17.10.2017
Views:1001
Downloads:247
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Secondary language

Language:English
Title:Singular Points Binomial Method for the Valuation of Asian Options
Keywords:options, singular points, binomial model, pricing options

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