Izvršilna meja za ameriško prodajno opcijo

delo diplomskega seminarja

Jan Neveda (Author), Janez Bernik (Mentor)

Abstract

matematika;ameriška prodajna opcija;čas ustavljanja;vrednotenje opcije;binomski model;izvršilna meja;

Language:	Slovenian
Year of publishing:	2014
Typology:	2.11 - Undergraduate Thesis
Organization:	UL FMF - Faculty of Mathematics and Physics
Publisher:	[J. Neveda]
UDC:	519.8
COBISS:	17269593
Views:	830
Downloads:	246
Average score:	0 (0 votes)
Metadata:

Secondary language:	English
Secondary title:	Exercise boundary of American put option
Secondary keywords:	mathematics;American put option;stopping time;option pricing;binomial model;exercise boundary;
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:	10911268