ALL libraries (COBIB.SI union bibliographic/catalogue database)
-
Uporaba stohastičnega linearnega programiranja za imunizacijo portfelja : diplomsko deloBratuša, DušankaV diplomskem delu je v začetnem delu predstavljeno linearno programiranje, ki se uporablja vsakodnevno pri optimizacijskih problemih. V nadaljevanju linearno programiranje obravnavamo stohastično, ... kar pomeni, da v problem vključimo dejavnik naključnosti. Pri tem reševanje linearnih programov ostaja prisotno, saj stohastične probleme preoblikujemo v deterministično obliko in rešujemo njegov deterministični ekvivalent, do katerega lahko pridemo po različnih poteh, glede na vrsto problema, ki ga rešujemo. Za reševanje stohastičnih problemov in na splošno optimizacijskih problemov se je na spletu oblikovalo veliko reševalcev, ki zahtevajo vhodne podatke v določenih formatih datotek. Zato sta v diplomskem delu opisana formata datotek MPS za zapis linearnega programa in SMPS za zapis stohastičnega linearnega problema, s pomočjo katerih opišemo določeni problem in ga posredujemo reševalcu, ki nam potem izpiše rešitev. V zadnjem delu je predstavljen model imunizacije portfelja, ki oblikuje strategijo strukturiranja portfelja, tako da se zavarujemo pred obrestnim tveganjem, in je torej uporaben za vse finančne inštitucije, ki so izpostavljene obrestnemu tveganju. Delovanje modela je predstavljeno na konkretnih podatkih, rešitev pa poiskana s pomočjo Neos reševalca.Type of material - undergraduate thesis ; adult, seriousPublication and manufacture - Maribor : [D. Bratuša], 2011Language - slovenianCOBISS.SI-ID - 18444808
Author
Bratuša, Dušanka
Other authors
Bokal, Drago, 1978-
Topics
Univerzitetna in visokošolska dela |
matematika |
linearno programiranje |
stohastično linearno programiranje |
datoteke |
formati |
portfelj |
imunizacija |
diplomska dela
Library/institution |
City | Acronym | For loan | Other holdings |
---|---|---|---|---|
Miklošič Library FPNM, Maribor | Maribor | PEFMB |
reading room 1 cop.
|
Shelf entry
Permalink
- URL:
Impact factor
Access to the JCR database is permitted only to users from Slovenia. Your current IP address is not on the list of IP addresses with access permission, and authentication with the relevant AAI accout is required.
Year | Impact factor | Edition | Category | Classification | ||||
---|---|---|---|---|---|---|---|---|
JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
Select the library membership card:
If the library membership card is not in the list,
add a new one.
DRS, in which the journal is indexed
Database name | Field | Year |
---|
Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
---|---|
Bratuša, Dušanka | |
Bokal, Drago, 1978- | 22402 |
Source: Personal bibliographies
and: SICRIS
Select pickup location:
Material pickup by post
Delivery address:
Address is missing from the member's data.
The address retrieval service is currently unavailable, please try again.
By clicking the "OK" button, you will confirm the pickup location selected above and complete the reservation process.
By clicking the "OK" button, you will confirm the above pickup location and delivery address, and complete the reservation process.
By clicking the "OK" button, you will confirm the address selected above and complete the reservation process.
Notification
Automatic login and reservation service currently not available. You can reserve the material on the Biblos portal or try again here later.
Select pickup location
The material from the parent unit is free. If the material is delivered to the pickup location from another unit, the library may charge you for this service.
Pickup location | Material status | Reservation |
---|
Reservation in progress
Please wait a moment.
Reservation was successful.
Reservation failed.
Reservation...
Membership card:
Pickup location: