delo diplomskega seminarja
Polona Škoberne (Author), Karin Cvetko-Vah (Mentor)

Abstract

Vrednotenje obrestnih kapic in opcijskih zamenjav

Keywords

finančna matematika;Blackov model;opcijske zamenjave;obrestne kapice;terminske obrestne mere;implicirana volatilnost;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [P. Škoberne]
UDC: 519.8
COBISS: 16599129 Link will open in a new window
Views: 616
Downloads: 270
Average score: 0 (0 votes)
Metadata: JSON JSON-RDF JSON-LD TURTLE N-TRIPLES XML RDFA MICRODATA DC-XML DC-RDF RDF

Other data

Secondary language: English
Secondary title: Valuation of caps and swaptions
Secondary keywords: mathematics;Black model;swaptions;interest rate caps;future interest rates;implied volatility;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 28 str.
ID: 10911093
Recommended works:
, delo diplomskega seminarja
, delo diplomskega seminarja
, magistrsko delo
, delo diplomskega seminarja
, delo diplomskega seminarja