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Opcije z vrzeljo : delo diplomskega seminarjaPotočnik, Gašper, matematikType of material - undergraduate thesisPublication and manufacture - Ljubljana : [G. Potočnik], 2022Language - slovenianCOBISS.SI-ID - 119538947
Author
Potočnik, Gašper, matematik
Other authors
Kokol-Bukovšek, Damjana |
Toman, Aleš, 1983-
Topics
finančna matematika |
volatilnost |
opcije z vrzeljo |
izvršilna cena |
sprožilna cena |
nakupne/prodajne opcije |
Black-Scholesova formula |
pariteta nakupnih in prodajnih opcij |
grški parametri |
gap options |
strike price |
trigger price |
call/put options |
Black-Scholes formula |
put-call parity |
the Greeks
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Library/institution |
City | Acronym | For loan | Other holdings |
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
reading room 1 cop.
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Shelf entry
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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DRS, in which the journal is indexed
Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Potočnik, Gašper, matematik | ![]() |
Kokol-Bukovšek, Damjana | 12190 |
Toman, Aleš, 1983- | 30825 |
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