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Razpršenost nestanovitnosti : delo diplomskega seminarja
Golob, David (Author), Bernik, Janez (Mentor) More about this mentor... This link opens in a new window, Šega, Gregor (Co-mentor)

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MD5: 519BDBA07FEE85AF0E44386CE843D331
Language:Slovenian
Keywords:matematika, do tveganja nevtralna varianca, naravna varianca, razpršenost nestanovitnosti, cenitveno jedro
Work type:Final seminar paper (mb14)
Tipology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Year:2014
Publisher:[D. Golob]
Number of pages:28 str.
UDC:519.8
COBISS.SI-ID:17258585 This link opens in a new window
Views:820
Downloads:272
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Secondary language

Language:English
Title:Volatility spread
Keywords:mathematics, risk neutral variance, physical variance, volatility spread, pricing kernel

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