delo diplomskega seminarja
Matic Skočir (Author), Damjan Škulj (Mentor)

Abstract

Dinamične mere tveganja

Keywords

finančna matematika;mere tveganja;statične mere;dinamične mere;množice sprejemljivih pozicij;koherentnost;konveksnost;časovna konsistentnost;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FDV - Faculty of Social Sciences
Publisher: [M. Skočir]
UDC: 519.8
COBISS: 17274457 Link will open in a new window
Views: 576
Downloads: 204
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Dynamic risk measures
Secondary keywords: mathematics;risk measures;static measures;dynamic measures;acceptable sets;coherence;convexity;time consistency;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 23 str.
ID: 10911284
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