Vpliv informacijske asimetrije na mikrostrukturo valutnih trgov : delo diplomskega seminarja

Poberžnik, Katja (author), Lončarski, Igor (mentor)

• Language: Slovenian
• Keywords: finančna matematika, negativna selekcija, prodajna cena, nakupna cena, razpon, devizni tečaj, določanje cen, model Kyle, model Huanga in Stolla
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [K. Poberžnik]
• Year: 2015
• Number of pages: 28 str.
• PID: 20.500.12556/RUL-97043
• UDC: 519.8
• COBISS.SI-ID: 17644121
• Publication date in RUL: 18.10.2017

Secondary language

• Language: English
• Keywords: mathematics, adverse selection, bid price, ask price, spread, exchange rate, price discovery, Kyle model, Huang and Stoll model