20.500.12556/RUL-173236 Arbitraža na trgu obveznic v času krize delo diplomskega seminarja Bond market arbitrage during a financial crisis V diplomski nalogi obravnavamo arbitražne priložnosti na trgu obveznic med finančno krizo leta 2008. Osredotočamo se na različne vrste arbitraž s fiksnim donosom ter predstavimo primere strategij, ki so temeljile na cenovnih nepravilnostih finančnih instrumentov v tem obdobju. Poleg tega bomo videli, kako so dejavniki, kot so ukrepi centralnih bank, likvidnostni šoki in regulativne spremembe, vplivali na izvedbo arbitražnih strategij v tem obdobju. V zaključku naloge predstavimo primerjalno analizo z obdobjem pandemije Covid-19 leta 2020, ki je prav tako prineslo specifične priložnosti in izzive na trgu obveznic. Primerjava omogoča boljše razumevanje dinamike arbitraže v kriznih razmerah. This thesis explores arbitrage opportunities in the bond market during the 2008 financial crisis. The focus is on various types of fixed-income arbitrage and specific strategy examples that were based on price inefficiencies of financial instruments during this period. Additionally, this thesis examines how factors such as central bank interventions, liquidity shocks, and regulatory changes influenced the execution of arbitrage strategies at the time. In the final part, a comparative analysis with the Covid-19 pandemic in 2020 is presented, highlighting similar opportunities and challenges in the bond market. This comparison provides deeper insight into the dynamics of arbitrage in times of financial distress. arbitraža trg obveznic finančna kriza investicijske strategije arbitrage bond market financial crisis investment strategies true false false Slovenski jezik Angleški jezik Delo diplomskega seminarja/zaključno seminarsko delo/naloga 2025-09-14 08:16:13 2025-09-14 08:16:17 2025-11-07 03:41:19 0000-00-00 00:00:00 2025 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 519.8 153392 249902851 19574.pdf 19574.pdf 1 8FDD058EC3EAA0B65DAF2E7277788436 51150f85c28424d06be3270d3f3324b91784096ca6058c1608257065311467d8 27beecb8-9132-11f0-9328-0050569b8976 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=217429 Fakulteta za matematiko in fiziko 0 0 0