delo diplomskega seminarja
Nejc Djuzić (Author), Mihael Perman (Mentor)

Abstract

Zaščitni portfelj za opcije z mejo

Keywords

finančna matematika;opcije z mejo;zaščitni portfelj;binomski modeli;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [N. Djuzić]
UDC: 519.8
COBISS: 17638745 Link will open in a new window
Views: 667
Downloads: 270
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: mathematics;barrier options;hedge portfolio;binomial model;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 22 str.
ID: 10911230
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