Trgovanje z izvedenimi finančnimi instrumenti na obrestne mere : delo diplomskega seminarja

Lačen, Špela (author), Košir, Tomaž (mentor)

• Language: Slovenian
• Keywords: finančna matematika, izvedeni finančni instrumenti, dogovor o terminski obrestni meri, obrestna zamenjava, obrestna opcija, centralni kliring, prosti trg, centralna nasprotna stranka
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [Š. Lačen]
• Year: 2017
• Number of pages: 49 str.
• PID: 20.500.12556/RUL-100693
• UDC: 519.8
• COBISS.SI-ID: 18223193
• Publication date in RUL: 06.04.2018

Secondary language

• Language: English
• Title: Interest rate derivatives trading
• Keywords: mathematics, derivatives, forward rate agreement, interest rate swap, interest rate option, central clearing, over the counter, central counterparty