31. Upravljanje s tveganji pri obvezniških portfeljihTatijana Slijepčević, 2018, undergraduate thesis Keywords: finančna matematika, državne obveznice, imunizacija, trajanje, konveksnost, mera kvadratov, mera absolutnih vrednosti Full text (file, 369,01 KB) |
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34. Opcije z vrzeljoGašper Potočnik, 2022, bachelor thesis/paper Keywords: opcije z vrzeljo, izvršilna cena, sprožilna cena, nakupne/prodajne opcije, Black-Scholesova formula, pariteta nakupnih in prodajnih opcij, grški parametri Full text (file, 346,85 KB) |
35. On the exact regions determined by Kendall's tau and other concordance measuresDamjana Kokol-Bukovšek, Nik Stopar, 2023, original scientific article Keywords: matematics, mathematical statistics, linear algebra, copula, dependence, concordance measure, Kendall’s tau, Spearman’s footrule, Gini’s gamma Full text (file, 446,39 KB) This document has more files! More... |
36. On the exact region determined by Spearman's rho and Spearman's footruleDamjana Kokol-Bukovšek, Nik Stopar, 2024, original scientific article Keywords: copula, dependence concepts, supremum and infimum of a set of copulas, measures of concordance, quasi-copula, local bounds, Spearman’s rho, Spearman’s footrule Full text (file, 1,47 MB) This document has more files! More... |
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38. Finančni instrumenti in propad podjetja LTCMEva Rudolf, 2023, bachelor thesis/paper Keywords: LTCM, sklad tveganega kapitala, finančni vzvod, konvergenčno trgovanje, arbitraža, trgovanje z volatilnostjo, finančna kriza Full text (file, 1018,52 KB) |
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