delo diplomskega seminarja
Maruša Valant (Author), Tomaž Košir (Mentor), Matija Vidmar (Co-mentor)

Abstract

Vrednotenje opcij na valutnih trgih

Keywords

finančna matematika;Brownovo gibanje;devizni tečaji;grški parametri;nestanovitnost;vrednotenje opcij;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [M. Valant]
UDC: 519.8
COBISS: 18221913 Link will open in a new window
Views: 769
Downloads: 537
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Other data

Secondary language: English
Secondary title: Option pricing on foreign exchange market
Secondary keywords: mathematics;Brownian motion;exchange rate;Greeks;volatility;currency option pricing;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 27 str.
ID: 10922277