delo diplomskega seminarja
Maja Horvatič (Author), Tomaž Košir (Mentor)

Abstract

Implicirana binomska drevesa

Keywords

matematika;Black-Scholesov model;nestanovitnost;opcije;rekombinirano binomsko drevo;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [M. Horvatič]
UDC: 51-7
COBISS: 17263961 Link will open in a new window
Views: 888
Downloads: 527
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Implied binomial trees
Secondary keywords: mathematics;Black-Scholes model;volatility;options;recombining binomial tree;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 24 str.
ID: 10911257
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