Simulacija po binomskem in Black-Sholes modelu vrednotenja opcij
zaključna naloga
Abstract
Simulacija po binomskem in Black-Sholes modelu vrednotenja opcij
Keywords
izvedeni finančni instrumenti;opcije;opcijske mere občutljivosti;binomski modeli;Black-Sholes model;nevronske mreže;
Data
| Language: | Slovenian |
|---|---|
| Year of publishing: | 2014 |
| Source: | Koper |
| Typology: | 2.11 - Undergraduate Thesis |
| Organization: | UP - University of Primorska |
| Publisher: | [P. Lap] |
| UDC: | 519.86(043.2) |
| COBISS: |
1536850372
|
| Views: | 3090 |
| Downloads: | 42 |
| Average score: | 0 (0 votes) |
| Metadata: |
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Other data
| Secondary language: | English |
|---|---|
| Secondary title: | Simulation of the binomial and Black-Sholes option pricing model |
| Secondary keywords: | derivative financial instruments;options;option sensitivity rates;binomial models;Black-Sholes model;neural networks; |
| Type (COBISS): | Final paper |
| Thesis comment: | Univ. na Primorskem, Fak. za matematiko, naravoslovje in informacijske tehnologije |
| Pages: | IX, 35 f. + [2] f. pril. |
| ID: | 8760678 |
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