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Title:Garch option pricing model : master's thesis
Authors:ID Antonac, Mateo (Author)
ID Perman, Mihael (Mentor) More about this mentor... This link opens in a new window
ID Pezdir, Rado (Comentor)
Files:.pdf MAG_Antonac_Mateo_2022.pdf (1,15 MB)
MD5: 87AA0BFD5914F8E6632EA38A9658E87D
 
Language:English
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FAMNIT - Faculty of Mathematics, Science and Information Technologies
Keywords:options, stock options, Black-Scholes model, CEV model, ARCH model, GARCH model, constant volatility, martingale distribution
Place of publishing:Koper
Place of performance:Koper
Publisher:[M. Antonac]
Year of publishing:2022
Year of performance:2022
Number of pages:VIII, 51 str.
PID:20.500.12556/RUP-19381 This link opens in a new window
UDC:51-7:33(043.2)
COBISS.SI-ID:156188931 This link opens in a new window
Publication date in RUP:20.06.2023
Views:658
Downloads:12
Metadata:XML RDF-CHPDL DC-XML DC-RDF
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Secondary language

Language:Slovenian
Title:Garch modeli za vrednotenje opcij : magistrsko delo
Keywords:opcije, opcije na delnice, Black-Scholesov model, CEV model, ARCH model, GARCH model, konstantna volativnost, martingalska porazdelitev


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