magistrsko delo
Julia Cafnik (Author), Janez Bernik (Mentor)

Abstract

Vrednotenje finančnih garancij in opcij v življenjskih zavarovanjih

Keywords

življenjska zavarovanja;do tveganja nevtralno vrednotenje;binomski model;Monte Carlo metoda najmanjših kvadratov;Vasičkov model obrestnih mer;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [J. Cafnik]
UDC: 519.22
COBISS: 16762969 Link will open in a new window
Views: 813
Downloads: 304
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Other data

Secondary language: English
Secondary title: Valuing financial guarantees and options embedded in life insurance products
Secondary keywords: life insurance mathematics;risk neutral valuation;binomial model;Monte Carlo least squares method;Vasicek interest rate model;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: 61 str.
ID: 10911099