delo diplomskega seminarja
Sabina Javornik (Author), Damjan Škulj (Mentor)

Abstract

Koherentne mere tveganja

Keywords

finančna matematika;tveganje;mera tveganja;sprejemljive množice;koherentne mere tveganja;tvegana vrednost VaR;pogojna tvegana vrednost CVaR;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FDV - Faculty of Social Sciences
Publisher: [S. Javornik]
UDC: 519.8
COBISS: 17958489 Link will open in a new window
Views: 1313
Downloads: 257
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Other data

Secondary language: English
Secondary title: Coherent risk measures
Secondary keywords: mathematics;risk;measure of risk;acceptance sets;coherent risk measures;value at risk;conditional value at risk;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 27 str.
ID: 10911213
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