Dinamične mere tveganja : delo diplomskega seminarja

Skočir, Matic (author), Škulj, Damjan (mentor)

• 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
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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