Language: | Slovenian |
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Year of publishing: | 2007 |
Source: | Celje |
Typology: | 2.09 - Master's Thesis |
Organization: | UM EPF - Faculty of Economics and Business |
Publisher: | [B. Medvešek] |
UDC: | 336.761/.763(043.2)(497.4):510.5/.6 |
COBISS: |
9079580
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Views: | 1853 |
Downloads: | 128 |
Average score: | 0 (0 votes) |
Metadata: |
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Secondary language: | English |
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Secondary title: | Option as a fundamental component of equity derivatives |
Secondary keywords: | Derivative securities;Master thesis;Financial structure;Options;Slovenia;Options (Finance);Monte Carlo method;Securities;Shareholders;Constant proportion portfolio insurance;Portfolio analysis;Insurance requirements;Derivatives;Forwards; |
URN: | URN:SI:UM: |
Type (COBISS): | Master's thesis |
Thesis comment: | Mag. delo, Univ. v Mariboru, Ekon.-posl. fak. |
Pages: | [VII], 83, V str. |
Keywords (UDC): | social sciences;družbene vede;economics;economic science;ekonomija;ekonomske vede;finance;finance;money;monetary system;banking;stock exchanges;denar;monetarni sistem;bančništvo;borzništvo;mathematics;natural sciences;naravoslovne vede;matematika;mathematics;matematika;fundamental and general considerations of mathematics;osnove matematike;teorija množic;matematična logika; |
ID: | 10384 |