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Vrednotenje ragljastih opcij : delo diplomskega seminarja
ID Žagar, Tjaša (Author), ID Perman, Mihael (Mentor) More about this mentor... This link opens in a new window

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MD5: 969B3474771F9586526D2CA07EF8FEA1
PID: 20.500.12556/rul/60f9d6ee-c31a-4162-9ffd-2d154689aa03

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 This link opens in a new window
UDC:519.2
COBISS.SI-ID:17661785 This link opens in a new window
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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