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Koherentne mere tveganja : delo diplomskega seminarja
ID Javornik, Sabina (Author), ID Škulj, Damjan (Mentor) More about this mentor... This link opens in a new window

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MD5: 847996620C3D8C65B104A1A0BEAA0834
PID: 20.500.12556/rul/1643489c-11d9-4388-9742-f2648409f4b5

Language:Slovenian
Keywords:finančna matematika, tveganje, mera tveganja, sprejemljive množice, koherentne mere tveganja, tvegana vrednost VaR, pogojna tvegana vrednost CVaR
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[S. Javornik]
Year:2016
Number of pages:27 str.
PID:20.500.12556/RUL-96996 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17958489 This link opens in a new window
Publication date in RUL:18.10.2017
Views:2203
Downloads:314
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Secondary language

Language:English
Title:Coherent risk measures
Keywords:mathematics, risk, measure of risk, acceptance sets, coherent risk measures, value at risk, conditional value at risk

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