magistrsko delo
Gaja Rihar (Author), Aleš Berk Skok (Mentor)

Abstract

Algoritemska optimizacija portfelja opcij na evropskem trgu emisijskih kuponov

Keywords

trg kapitala;opcije;emisijski kuponi;portfolio;optimizacija;algoritmi;trgovanje;analiza;

Data

Language: Slovenian
Year of publishing:
Source: Ljubljana
Typology: 2.09 - Master's Thesis
Organization: UL EF - Faculty of Economics
Publisher: [G. Rihar]
UDC: 336
COBISS: 50210051 Link will open in a new window
Views: 262
Downloads: 23
Average score: 0 (0 votes)
Metadata: JSON JSON-RDF JSON-LD TURTLE N-TRIPLES XML RDFA MICRODATA DC-XML DC-RDF RDF

Other data

Secondary language: English
Secondary title: Algorithmic optimization of options portfolio on the European carbon emissions market
Secondary keywords: capital market;options;emissions coupons;portfolio;optimization;algorithms;trading;analysis;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Ekonomska fak.
Pages: III, 51 str.
ID: 13303268