Uporaba statističnih testov za kalibracijo parametrov v Black-Scholesovem modelu

Abstract

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Data

Language:	Slovenian
Year of publishing:	2014
Typology:	2.11 - Undergraduate Thesis
Organization:	UL FMF - Faculty of Mathematics and Physics
Publisher:	[A. Sinani]
UDC:	519.8
COBISS:	17271385
Views:	548
Downloads:	254
Average score:	0 (0 votes)
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Other data

Secondary language:	English
Secondary title:	The Use of Statistical Tests to calibrate the Parameters in the Black-Scholes Model
Secondary keywords:	mathematics;Black-Scholes formula;evaluation of options;statistical tests;
Type (COBISS):	Final seminar paper
Thesis comment:	Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages:	25 str.
ID:	10911244