Ekstrapolacija obrestnih mer : delo diplomskega seminarja

Tručl, Žiga (author), Bernik, Janez (mentor)

• Language: Slovenian
• Keywords: finančna matematika, obrestna mera, terminska obrestna mera, zamenjava obrestnih mer, zavarovalno-tehnične rezervacije, solventnost II, Smith-Wilsonova ekstrapolacija, krivulja obrestnih mer, Nelson-Siegelova ekstrapolacija
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [Ž. Tručl]
• Year: 2015
• Number of pages: 26 str.
• PID: 20.500.12556/RUL-97003
• UDC: 519.6
• COBISS.SI-ID: 17651289
• Publication date in RUL: 18.10.2017

Secondary language

• Language: English
• Title: Extrapolation of interest rates
• Keywords: mathematics, spot rate, forward rate, swap rate, technical provisions, solvency II, Smith-Wilson extrapolation, interest rate curve, Nelson-Siegel extrapolation