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Vrednotenje vpoglednih vlog in določanje replikativnega portfelja : magistrsko deloHomar, MancaType of material - master's thesis ; adult, seriousPublication and manufacture - Ljubljana : [M. Homar], 2012Language - slovenianCOBISS.SI-ID - 16573785
Author
Homar, Manca
Other authors
Bernik, Janez, 1967-
Topics
finančna matematika |
Brownovo gibanje |
Ornstein-Uhlenbeckov proces |
do tveganja nevtralna verjetnost |
Vasičkov model |
Ho-Leejev model |
neto sedanja vrednost depozitov |
replikativni portfelj |
Brownian motion |
Ornstein-Uhlenbeck process |
risk neutral probability |
Vasiček model |
Ho-Lee model |
net present value of deposit |
replicating portfolio
Library/institution |
City | Acronym | For loan | Other holdings |
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
reading room 1 cop.
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Shelf entry
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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DRS, in which the journal is indexed
Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Homar, Manca | |
Bernik, Janez, 1967- | 12040 |
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