delo diplomskega seminarja
Urban Ulrych (Author), Matjaž Omladič (Mentor)

Abstract

Pogosta vprašanja pri vrednotenju opcij

Keywords

matematika;binomski model;zaščitni portfelj;pogojna terjatev;do tveganja nevtralne vrednosti;Black-Scholesova parcialna diferencialna enačba;volatilnost;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [U. Ulrych]
UDC: 519.8
COBISS: 17275481 Link will open in a new window
Views: 730
Downloads: 244
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Frequently Asked Questions in Option Pricing Theory
Secondary keywords: mathematics;binomial model;hedging portfolio;contingent claim;risk-neutral probabilities;Black-Scholes partial differential equation;volatility;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 27 str.
ID: 10911228
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