magistrsko delo
Samo Boh (Author), Tomaž Košir (Mentor)

Abstract

Vrednotenje na OTC trgih

Keywords

finančna matematika;zaporedna pogajanja;ravnovesna cena;stohastično optimalno upravljanje;vrednotenje na prostih trgih;nenaklonjenost tveganju;agregatni likvidnostni šoki;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [S. Boh]
UDC: 519.8
COBISS: 18106969 Link will open in a new window
Views: 620
Downloads: 292
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: sequental bargaining;equlibrium price;stochastic optimal control;valuation in OTC markets;risk aversion;aggregate liquidity shocks;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: XIII, 58 str.
ID: 10927436
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