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Vrednotenje ragljastih opcij : delo diplomskega seminarja
ID
Žagar, Tjaša
(
Author
),
ID
Perman, Mihael
(
Mentor
)
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MD5: 969B3474771F9586526D2CA07EF8FEA1
PID:
20.500.12556/rul/60f9d6ee-c31a-4162-9ffd-2d154689aa03
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Language:
Slovenian
Keywords:
finančna matematika
,
ragljaste opcije
,
eksotične opcije
,
opcije odvisne od poti
,
binomski modeli
,
povratno vrednotenje
,
ponastavitve
,
varovanje
Work type:
Final seminar paper
Typology:
2.11 - Undergraduate Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[M. Perman]
Year:
2015
Number of pages:
24 str.
PID:
20.500.12556/RUL-97014
UDC:
519.2
COBISS.SI-ID:
17661785
Publication date in RUL:
18.10.2017
Views:
1592
Downloads:
258
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Secondary language
Language:
English
Title:
Valuation of Cliquet Options
Keywords:
mathematics
,
cliquet options
,
exotic options
,
path-dependent options
,
binomial models
,
backward valuation
,
resets
,
hedging
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