Lokalni martingali in fundamentalni izrek vrednotenja premoženja v diskretnem času

delo diplomskega seminarja

Simon Skok (Author), Janez Bernik (Mentor)

Abstract

matematika;lokalni martingali;arbitraža;polnost trga;ekvivalentna martingalska verjetnost;

Language:	Slovenian
Year of publishing:	2012
Typology:	2.11 - Undergraduate Thesis
Organization:	UL FMF - Faculty of Mathematics and Physics
Publisher:	[S. Skok]
UDC:	519.2
COBISS:	16615257
Views:	764
Downloads:	186
Average score:	0 (0 votes)
Metadata:

Secondary language:	English
Secondary title:	Local martingales and the fundamental asset pricing theorems in the discrete time case
Secondary keywords:	mathematics;local martingales;arbitrage;complete models;equivalent martingale measure;
Type (COBISS):	Final seminar paper
Thesis comment:	Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages:	30 str.
ID:	10911129