magistrsko delo
Rok Brence (Author), Matjaž Omladič (Mentor)

Abstract

Uporaba kopul pri trgovanju s pari

Keywords

kopule;arbitraža;trgovalne strategije;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [R. Brence]
UDC: 519.22
COBISS: 17739353 Link will open in a new window
Views: 629
Downloads: 248
Average score: 0 (0 votes)
Metadata: JSON JSON-RDF JSON-LD TURTLE N-TRIPLES XML RDFA MICRODATA DC-XML DC-RDF RDF

Other data

Secondary language: English
Secondary title: Pairs trading strategies with copula functions
Secondary keywords: copulas;arbitrage;trading strategies;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: V, 50 str.
ID: 10911009