Pogosta vprašanja pri vrednotenju opcij : delo diplomskega seminarja

Ulrych, Urban (author), Omladič, Matjaž (mentor)

• Language: Slovenian
• Keywords: matematika, binomski model, zaščitni portfelj, pogojna terjatev, do tveganja nevtralne vrednosti, Black-Scholesova parcialna diferencialna enačba, volatilnost
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [U. Ulrych]
• Year: 2014
• Number of pages: 27 str.
• PID: 20.500.12556/RUL-97011
• UDC: 519.8
• COBISS.SI-ID: 17275481
• Publication date in RUL: 18.10.2017

Secondary language

• Language: English
• Title: Frequently Asked Questions in Option Pricing Theory
• Keywords: mathematics, binomial model, hedging portfolio, contingent claim, risk-neutral probabilities, Black-Scholes partial differential equation, volatility