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Metoda Crank-Nicolson za vrednotenje opcij : delo diplomskega seminarja
ID Troha, Nina (Author), ID Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window

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MD5: 9E95674C568FFF45AE38F56CA33C64F2
PID: 20.500.12556/rul/8719f597-58f5-4a39-8d58-e4f65628c022

Language:Slovenian
Keywords:matematika, evropske opcije, vrednotenje, Black-Scholesov model, metode končnih diferenc, metoda Crank-Nicolson
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[N. Troha]
Year:2014
Number of pages:41 str.
PID:20.500.12556/RUL-97001 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17275225 This link opens in a new window
Publication date in RUL:18.10.2017
Views:2560
Downloads:409
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Secondary language

Language:English
Title:Crank-Nicolson Method for option pricing
Keywords:mathematics, European options, pricing, Black-Scholes model, finite difference methods, Crank-Nicolson model

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