Vrednotenje na OTC trgih : magistrsko delo

Boh, Samo (author), Košir, Tomaž (mentor)

• Language: Slovenian
• Keywords: finančna matematika, zaporedna pogajanja, ravnovesna cena, stohastično optimalno upravljanje, vrednotenje na prostih trgih, nenaklonjenost tveganju, agregatni likvidnostni šoki
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [S. Boh]
• Year: 2017
• Number of pages: XIII, 58 str.
• PID: 20.500.12556/RUL-100846
• UDC: 519.8
• COBISS.SI-ID: 18106969
• Publication date in RUL: 18.04.2018

Secondary language

• Language: English
• Keywords: sequental bargaining, equlibrium price, stochastic optimal control, valuation in OTC markets, risk aversion, aggregate liquidity shocks