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master's thesis
Modeliranje igara na sreću pomoću Brownovog gibanja i primjene
Zagreb: University of Zagreb, Faculty of Science, 2020. urn:nbn:hr:217:951012
Mesarić, Emil Miroslav
University of Zagreb
Faculty of Science
Department of Mathematics

Institutional repository: Repository of the Faculty of Science

Cite this document

Mesarić, E. M. (2020). Modeliranje igara na sreću pomoću Brownovog gibanja i primjene (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:951012

Mesarić, Emil Miroslav. "Modeliranje igara na sreću pomoću Brownovog gibanja i primjene." Master's thesis, University of Zagreb, Faculty of Science, 2020. https://urn.nsk.hr/urn:nbn:hr:217:951012

Mesarić, Emil Miroslav. "Modeliranje igara na sreću pomoću Brownovog gibanja i primjene." Master's thesis, University of Zagreb, Faculty of Science, 2020. https://urn.nsk.hr/urn:nbn:hr:217:951012

Mesarić, E. M. (2020). 'Modeliranje igara na sreću pomoću Brownovog gibanja i primjene', Master's thesis, University of Zagreb, Faculty of Science, accessed 03 July 2024, https://urn.nsk.hr/urn:nbn:hr:217:951012

Mesarić EM. Modeliranje igara na sreću pomoću Brownovog gibanja i primjene [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2020 [cited 2024 July 03] Available at: https://urn.nsk.hr/urn:nbn:hr:217:951012

E. M. Mesarić, "Modeliranje igara na sreću pomoću Brownovog gibanja i primjene", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2020. Available at: https://urn.nsk.hr/urn:nbn:hr:217:951012

Metadata
TitleModeliranje igara na sreću pomoću Brownovog gibanja i primjene
AuthorEmil Miroslav Mesarić
MentorZoran Vondraček (mentor)
Committee memberZoran Vondraček (predsjednik povjerenstva)
Committee memberVanja Wagner (član povjerenstva)
Committee memberIlja Gogić (član povjerenstva)
Committee memberMiljenko Huzak (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Mathematics)
Zagreb
Defense date and country2020-07-20, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Abstract
Kockarnice ponekad naprave promociju tipa povrat na gubitak što im može donijeti i gubitak. Najpoznatiji primjer je onaj u kojem je Don Johnson tijekom 6 mjeseci u 2011. godini igrajući blackjack osvojio preko 15 milijuna dolara u tri kockarnice u Atlantic City-ju. Cilj diplomskog rada je opisati i proučiti igre na sreću s uključenim povratom na gubitak, te pronći optimalna vremena zaustavljanja u slučaju dobitka, odnosno gubitka, kojima se maksimizira dugoročni profit. U matematičkim izračunima koristit će se Brownovo gibanje s driftom kao aproksimacija diskretnog slučajnog procesa.
Abstract (english)
Casinos can sometimes make such a promotion in which they return some percentage of a person's losses, but this may cause their own losses. The most famous example is when Don Johnson managed to win over 15 million dollars playing blackjack in three casinos over a six months period in 2011, in Atlantic City. The aim of this thesis is to describe and study the games of chance, which include the return on loss, as well as to determine the optimal exit time. This includes leaving the game while they are still at a gain level rather than losing money, in order to maximize the long-term prot. The Brownian motion with drift as an approximation of the discrete random process will be used in the mathematics calculations.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:951012
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
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Created on2020-11-26 12:14:32