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Title:Uporaba Kalmanovega filtra pri vrednotenju izbranih finančnih instrumentov : zaključna naloga
Authors:ID Jović, Ivana (Author)
ID Brezigar Masten, Arjana (Mentor) More about this mentor... This link opens in a new window
Files:URL http://www.famnit.upr.si/sl/izobrazevanje/zakljucna_dela/view/349
 
Language:Slovenian
Work type:Final paper
Typology:2.11 - Undergraduate Thesis
Organization:FAMNIT - Faculty of Mathematics, Science and Information Technologies
Keywords:Kalmanov filter, Kalmanov filter v financah, napovedovanje cene, Brownovo gibanje, geometrijsko Brownovo gibanje, spot cena
Place of publishing:Koper
Publisher:[I. Jović]
Year of publishing:2015
Number of pages:VIII, 29 f., [3] f. pril.
PID:20.500.12556/RUP-7220 This link opens in a new window
UDC:681.5.015.44(043.2)
COBISS.SI-ID:1537851844 This link opens in a new window
Publication date in RUP:14.10.2015
Views:3887
Downloads:26
Metadata:XML DC-XML DC-RDF
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Secondary language

Language:English
Title:Using Kalman flter for pricing fnancial instruments
Keywords:Kalman filter, Kalman filter in finance, predicting price, Brownian motion, geometric Brownian motion, spot price


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