Language: | Slovenian |
---|---|
Year of publishing: | 2013 |
Typology: | 2.09 - Master's Thesis |
Organization: | UL FMF - Faculty of Mathematics and Physics |
Publisher: | [Š. Podgoršek] |
UDC: | 519.8 |
COBISS: | 16951897 |
Views: | 674 |
Downloads: | 263 |
Average score: | 0 (0 votes) |
Metadata: |
Secondary language: | English |
---|---|
Secondary title: | Numerical methods for valuation of life insurance contracts |
Secondary keywords: | mathematics;life insurance;surrender option;Monte Carlo simulation;PDE methods;least-square Monte Carlo;Black-Scholes model; |
Type (COBISS): | Master's thesis/paper |
Thesis comment: | Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja |
Pages: | 46 f. |
ID: | 10911095 |