magistrsko delo
Nika Smodiš (Author), Marjetka Krajnc (Mentor)

Abstract

Spektralne metode za vrednotenje evropskih opcij

Keywords

finančna matematika;opcije;evropske opcije;Black-Scholes;numerične metode;spektralne metode;spektralna Galerkinova metoda;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [N. Smodiš]
UDC: 519.6
COBISS: 17443161 Link will open in a new window
Views: 729
Downloads: 608
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Spectral methods for European option pricing
Secondary keywords: options;European option;Black - Scholes;numerical methods;spectral methods;spectral Galerkin method;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: VI, 52 str.
ID: 10911028
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