Generator ekonomskih scenarijev : magistrsko delo

Eržen, Miha (author), Košir, Tomaž (mentor)

• Language: Slovenian
• Keywords: generator ekonomskih scenarijev, eno faktorski Hull-Whitov model, Black-Scholesov model, kalibracija scenarijev, solventnost 2
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [M. Eržen]
• Year: 2017
• Number of pages: 61 f.
• PID: 20.500.12556/RUL-100853
• UDC: 519.8
• COBISS.SI-ID: 18148441
• Publication date in RUL: 18.04.2018

Secondary language

• Language: English
• Title: Economic scenario generator
• Keywords: economic scenario generator, one-factor Hull-White model, Black-Scholes model, solvency 2