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Dinamične mere tveganja : delo diplomskega seminarja
Skočir, Matic (Author), Škulj, Damjan (Mentor) More about this mentor... This link opens in a new window

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Language:Slovenian
Keywords:finančna matematika, mere tveganja, statične mere, dinamične mere, množice sprejemljivih pozicij, koherentnost, konveksnost, časovna konsistentnost
Work type:Final seminar paper (mb14)
Tipology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Year:2014
Publisher:[M. Skočir]
Number of pages:23 str.
UDC:519.8
COBISS.SI-ID:17274457 Link is opened in a new window
Views:157
Downloads:83
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Secondary language

Language:English
Title:Dynamic risk measures
Keywords:mathematics, risk measures, static measures, dynamic measures, acceptable sets, coherence, convexity, time consistency

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