delo diplomskega seminarja
Taja Sečnik (Author), Janez Bernik (Mentor)

Abstract

Opcijske zamenjave

Keywords

matematika;izvedeni finančni instrumenti;vrednotenje opcijskih zamenjav;Blackov model;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [T. Sečnik]
UDC: 519.8
COBISS: 17273177 Link will open in a new window
Views: 913
Downloads: 247
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: Swaptions
Secondary keywords: mathematics;derivatives;swaption valuation;Black model;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 30 str.
ID: 10911239