prikaz prve stranice dokumenta Simuliranje cijene dionica geometrijskim Brownovim gibanjem
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undergraduate thesis
Simuliranje cijene dionica geometrijskim Brownovim gibanjem
2011. urn:nbn:hr:211:009712
Marković, Boris
University of Zagreb
Faculty of Organization and Informatics
Department of Quantitative Methods

Cite this document

Marković, B. (2011). Simuliranje cijene dionica geometrijskim Brownovim gibanjem (Undergraduate thesis). Varaždin: University of Zagreb, Faculty of Organization and Informatics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:211:009712

Marković, Boris. "Simuliranje cijene dionica geometrijskim Brownovim gibanjem." Undergraduate thesis, University of Zagreb, Faculty of Organization and Informatics, 2011. https://urn.nsk.hr/urn:nbn:hr:211:009712

Marković, Boris. "Simuliranje cijene dionica geometrijskim Brownovim gibanjem." Undergraduate thesis, University of Zagreb, Faculty of Organization and Informatics, 2011. https://urn.nsk.hr/urn:nbn:hr:211:009712

Marković, B. (2011). 'Simuliranje cijene dionica geometrijskim Brownovim gibanjem', Undergraduate thesis, University of Zagreb, Faculty of Organization and Informatics, accessed 16 November 2024, https://urn.nsk.hr/urn:nbn:hr:211:009712

Marković B. Simuliranje cijene dionica geometrijskim Brownovim gibanjem [Undergraduate thesis]. Varaždin: University of Zagreb, Faculty of Organization and Informatics; 2011 [cited 2024 November 16] Available at: https://urn.nsk.hr/urn:nbn:hr:211:009712

B. Marković, "Simuliranje cijene dionica geometrijskim Brownovim gibanjem", Undergraduate thesis, University of Zagreb, Faculty of Organization and Informatics, Varaždin, 2011. Available at: https://urn.nsk.hr/urn:nbn:hr:211:009712

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Metadata
TitleSimuliranje cijene dionica geometrijskim Brownovim gibanjem
Title (english)Simulation of stock prices using geometric Brownian motion
AuthorBoris Marković
MentorDušan Munđar (mentor)
MBZ: 300231
Committee memberZlatko Erjavec
MBZ: 246891
GranterUniversity of Zagreb
Faculty of Organization and Informatics
(Department of Quantitative Methods)
Varaždin
Defense date and country2011-10-07, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Information and Communication Sciences
Organization and Informatics
Abstract
Teoretski sam obradio geometrijsko Brownovo gibanje i njegova svojstva, te sam proveo simuliranje cijene dionica pomoću geometrijskog Brownovog gibanja za 5 dionica uzetih sa Zagrebačke burze koje se nalaze u indeksu crobex. Rezultate simulacija sam prikazao na grafovima.
Keywords
Languagecroatian
URN:NBNurn:nbn:hr:211:009712
Study programmeTitle: Business Systems
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) informatike (sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) informatike)
Type of resourceText
File originBorn digital
Access conditionsAccess restricted to students and staff of home institution
Terms of useLicence Attribution-NonCommercial-NoDerivs 3.0 Unported (CC BY-NC-ND 3.0) icon
Created on2017-01-26 08:22:40