Finanční deriváty
In the present thesis we study methods of nancial derivatives valuation. We use stochastic calculus theory to build up the pricing model and to proceed on sufficiently general level which enables us to apply the model to different types of derivatives. After deriving explicit formulae for European-s...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2009
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| Online Access: | http://www.nusl.cz/ntk/nusl-295495 |