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master's thesis
Američka put opcija u Black-Scholes-Mertonovom modelu
2018. urn:nbn:hr:217:323284
Galenić, Marko
University of Zagreb
Faculty of Science
Department of Mathematics

Cite this document

Galenić, M. (2018). Američka put opcija u Black-Scholes-Mertonovom modelu (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:323284

Galenić, Marko. "Američka put opcija u Black-Scholes-Mertonovom modelu." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:323284

Galenić, Marko. "Američka put opcija u Black-Scholes-Mertonovom modelu." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:323284

Galenić, M. (2018). 'Američka put opcija u Black-Scholes-Mertonovom modelu', Master's thesis, University of Zagreb, Faculty of Science, accessed 26 December 2024, https://urn.nsk.hr/urn:nbn:hr:217:323284

Galenić M. Američka put opcija u Black-Scholes-Mertonovom modelu [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2018 [cited 2024 December 26] Available at: https://urn.nsk.hr/urn:nbn:hr:217:323284

M. Galenić, "Američka put opcija u Black-Scholes-Mertonovom modelu", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2018. Available at: https://urn.nsk.hr/urn:nbn:hr:217:323284

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Metadata
TitleAmerička put opcija u Black-Scholes-Mertonovom modelu
AuthorMarko Galenić
MentorZoran Vondraček (mentor)
Committee memberZoran Vondraček (predsjednik povjerenstva)
Committee memberMarko Erceg (član povjerenstva)
Committee memberTomislav Berić (član povjerenstva)
Committee memberBojan Basrak (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Mathematics)
Zagreb
Defense date and country2018-07-12, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Abstract
Kroz ovaj diplomski rad smo se upoznali sa osnovama stohastičke analize i Black-Scholes-Mertonovog modela financijskog tržišta. Glavni cilj je bio što jednostavnije opisati kako bi cijena izvedenice ovisila o financijskom instrumentu na koji je napisana. Naravno, u praksi cijena ne mora biti točno jednaka teoretskoj cijeni, jer smo isključili puno pretpostavki o financijskim tržištima (na primjer, cijenu trgovanja, to jest trenje tržišta). Posebno smo proučavali vrijednost američke put opcije i njezina svojstva.
Abstract (english)
Through this graduate thesis we learned about the basics of stochastic analysis and the Black-Scholes-Merton model of the financial market. The main goal was to describe how the price of a derivative depended on the underlying financial instrument. Of course, in practice, price does not have to be exactly equal to theoretical price, because we have excluded many assumptions about financial markets (for example, the price of trading, that is, friction of the market). We have specifically studied the value of the American put option and its properties.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:323284
Study programmeTitle: Finance and Business Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2018-11-23 11:49:25