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Opcije na valutnih trgih : delo diplomskega seminarja
ID
Sedej, Andrej
(
Author
),
ID
Velušček, Dejan
(
Mentor
)
More about this mentor...
,
ID
Toman, Aleš
(
Comentor
)
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MD5: 7725C10360B3BC3E5562FFC68D1FF758
PID:
20.500.12556/rul/953837c0-8542-417c-9f58-e05c8e4d4dd6
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Language:
Slovenian
Keywords:
matematika
,
valutna opcija
,
Black-Scholesov model
,
binomski model
,
German-Kohlhagnova formula
,
delta
,
zaščitni portfelj
Work type:
Final seminar paper
Typology:
2.11 - Undergraduate Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[A. Sedej]
Year:
2014
Number of pages:
36 str.
PID:
20.500.12556/RUL-97042
UDC:
519.8
COBISS.SI-ID:
17272409
Publication date in RUL:
18.10.2017
Views:
1932
Downloads:
544
Metadata:
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Secondary language
Language:
English
Title:
Currency options
Keywords:
mathematics
,
currency option
,
Black-Scholes model
,
binomial model
,
German-Kohlhagen formula
,
portfolio hedge
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