delo diplomskega seminarja
Maja Smrke (Author), David Dolžan (Mentor)

Abstract

Pričakovani izpad

Keywords

finančna matematika;pričakovani izpad;mera tveganja;tržno tveganje;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [M. Smrke]
UDC: 519.8
COBISS: 16404569 Link will open in a new window
Views: 628
Downloads: 352
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Expected shortfall
Secondary keywords: mathematics;expected shortfall;value-at-risk;risk measure;market risk;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 24 str.
ID: 10911054
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