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Vrednotenje finančnih garancij in opcij v življenjskih zavarovanjih : magistrsko delo
ID Cafnik, Julia (Author), ID Bernik, Janez (Mentor) More about this mentor... This link opens in a new window

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MD5: 04B1304317BE8F3BF78208DADBBE5174
PID: 20.500.12556/rul/729d3456-8668-47bd-9714-a0f618f1b518

Language:Slovenian
Keywords:življenjska zavarovanja, do tveganja nevtralno vrednotenje, binomski model, Monte Carlo metoda najmanjših kvadratov, Vasičkov model obrestnih mer
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[J. Cafnik]
Year:2013
Number of pages:61 str.
PID:20.500.12556/RUL-96878 This link opens in a new window
UDC:519.22
COBISS.SI-ID:16762969 This link opens in a new window
Publication date in RUL:17.10.2017
Views:2083
Downloads:396
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CAFNIK, Julia, 2013, Vrednotenje finančnih garancij in opcij v življenjskih zavarovanjih : magistrsko delo [online]. Master’s thesis. Ljubljana : J. Cafnik. [Accessed 14 April 2025]. Retrieved from: https://repozitorij.uni-lj.si/IzpisGradiva.php?lang=eng&id=96878
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Secondary language

Language:English
Title:Valuing financial guarantees and options embedded in life insurance products
Keywords:life insurance mathematics, risk neutral valuation, binomial model, Monte Carlo least squares method, Vasicek interest rate model

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