Browsing by Advisor "Zahradník, Petr"
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Defence status: DEFENDED(Univerzita Karlova, Matematicko-fyzikální fakulta, 2011)Date of defense: 12. 9. 2011In this work we will get familiarized with a discrete valuation of options. A power- ful and widely applicable numerical method known as the binomial model will be established. Starting with a basic economic idea of ...