Language: | English |
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Year of publishing: | 2017 |
Typology: | 2.09 - Master's Thesis |
Organization: | UL FMF - Faculty of Mathematics and Physics |
Publisher: | [A. Maršič] |
UDC: | 519.8 |
COBISS: | 18127961 |
Views: | 935 |
Downloads: | 399 |
Average score: | 0 (0 votes) |
Metadata: |
Secondary language: | Slovenian |
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Secondary title: | Hastonov model: izpeljava, diskretizacija in kalibriranje v R |
Secondary keywords: | Hestonov model;finančno modeliranje;stohastične diferencialne enačbe;diskretizacijske sheme;simulacija;R; |
Type (COBISS): | Master's thesis/paper |
Thesis comment: | Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja |
Pages: | 76 str. |
ID: | 10927462 |