delo diplomskega seminarja
Ana Pogačar (Author), Bor Plestenjak (Mentor)

Abstract

Mertonov model kreditnega tveganja

Keywords

finančna matematika;Mertonov model;kreditna tveganost;evropska nakupna opcija;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [A. Pogačar]
UDC: 519.8
COBISS: 16386393 Link will open in a new window
Views: 902
Downloads: 368
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: mathematical finance;Merton model;credit risk;European call option;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 34 str.
ID: 10911036