Numerický model oceňování evropské kupní opce

dc.contributor.author	Seinerová, Kateřina
dc.date.accessioned	2010-12-16T11:11:36Z
dc.date.available	2010-12-16T11:11:36Z
dc.date.issued	2010
dc.identifier.isbn	978-80-7395-334-8
dc.identifier.uri	http://hdl.handle.net/10195/38024
dc.description.abstract	In this paper a mathematical model of European call options prizing is presented. This model is based on reduced Black-Scholes partial differential equation, discretized employing the finite difference method. The results of this model and of the exact solution of Black-Scholes equation are compared.	eng
dc.format	s. 189-192
dc.language.iso	cze
dc.publisher	Univerzita Pardubice	cze
dc.rights	open access	eng
dc.subject	Black-Scholes schema	eng
dc.subject	European call options	eng
dc.subject	PDE	eng
dc.subject	Finite Difference Method	eng
dc.title	Numerický model oceňování evropské kupní opce	cze
dc.type	ConferenceObject	eng
dc.event	Veřejná správa 2010 (20. - 21. září 2010, Seč u Chrudimi, Česko)