delo diplomskega seminarja
Anja Drozg (Author), Janez Bernik (Mentor), Gregor Šega (Co-mentor)

Abstract

Ameriške opcije brez dospetja

Keywords

finančna matematika;opcije;simetrija ameriške nakupne in prodajne opcije;Black-Scholesov model;Brownovo gibanje;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [A. Drozg]
UDC: 519.2
COBISS: 16406617 Link will open in a new window
Views: 957
Downloads: 242
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: mathematics;options;American put-call symmetry;Black-Scholes model;Brownian motion;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 26 str.
ID: 10911062
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