Opcije na valutnih trgih

delo diplomskega seminarja

Andrej Sedej (Author), Dejan Velušček (Mentor), Aleš Toman (Co-mentor)

Abstract

matematika;valutna opcija;Black-Scholesov model;binomski model;German-Kohlhagnova formula;delta;zaščitni portfelj;

Language:	Slovenian
Year of publishing:	2014
Typology:	2.11 - Undergraduate Thesis
Organization:	UL FMF - Faculty of Mathematics and Physics
Publisher:	[A. Sedej]
UDC:	519.8
COBISS:	17272409
Views:	869
Downloads:	474
Average score:	0 (0 votes)
Metadata:

Secondary language:	English
Secondary title:	Currency options
Secondary keywords:	mathematics;currency option;Black-Scholes model;binomial model;German-Kohlhagen formula;portfolio hedge;
Type (COBISS):	Final seminar paper
Thesis comment:	Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages:	36 str.
ID:	10911259