Binomski model in zaščita
delo diplomskega seminarja
Abstract
Binomski model in zaščita
Keywords
finančna matematika;evropska nakupna opcija;zaščita;grški parametri;razširjeno binomsko drevo;binomski Black-Scholesov model;
Data
| Language: | Slovenian |
|---|---|
| Year of publishing: | 2017 |
| Typology: | 2.11 - Undergraduate Thesis |
| Organization: | UL FMF - Faculty of Mathematics and Physics |
| Publisher: | [Ž. Dvoršak] |
| UDC: | 519.8 |
| COBISS: |
18222681
|
| Views: | 739 |
| Downloads: | 291 |
| Average score: | 0 (0 votes) |
| Metadata: |
|
Other data
| Secondary language: | English |
|---|---|
| Secondary title: | Binomial model and the Greeks |
| Secondary keywords: | mathematics;European call option;hedging;Greeks;extended binomial tree;binomial Black-Scholes model; |
| Type (COBISS): | Final seminar paper |
| Thesis comment: | Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja |
| Pages: | VII, 27 str. |
| ID: | 10922281 |
Recommended works:
Binomski model in zaščita
2017,
delo diplomskega seminarja
Implicirana binomska drevesa
2014,
delo diplomskega seminarja
Opcije na valutnih trgih
2014,
delo diplomskega seminarja
Bronzinova formula za vrednotenje opcij
2014,
delo diplomskega seminarja
Mertonov model kreditnega tveganja
2011,
delo diplomskega seminarja