delo diplomskega seminarja
Petra Čepon (Author), Tomaž Košir (Mentor)

Abstract

Teorija ekstremnih vrednosti

Keywords

finančna matematika;teorija ekstremnih vrednosti;centralni limitni izrek;porazdelitev težkega repa;Fisher-Tippettov izrek;vrh nad mejo;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [P. Čepon]
UDC: 519.2
COBISS: 16403289 Link will open in a new window
Views: 815
Downloads: 379
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: mathematics;extreme value theory;central limit theorem;heavy-tailed distribution;Fisher-Tippett theorem;peak over treshold;
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: 10911050
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