izpis_h1_title_alt

Numerična integracija Heath-Jarrow-Morton modela obrestnih mer : magistrsko delo
ID Smrke Humar, Maja (Author), ID Velušček, Dejan (Mentor) More about this mentor... This link opens in a new window

.pdfPDF - Presentation file, Download (540,72 KB)
MD5: C76E4A5CF30C74B43290A136FB9FD67B
PID: 20.500.12556/rul/06975301-5d3e-4bec-a0be-b4cb78d58ee6

Language:Slovenian
Keywords:terminske obrestne mere, modeli HJM, izvedeni finančni instrumenti, neskončno razsežne parcialne stohastične diferencialne enačbe
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. Smrke Humar]
Year:2013
Number of pages:68 str.
PID:20.500.12556/RUL-96885 This link opens in a new window
UDC:519.8
COBISS.SI-ID:16694361 This link opens in a new window
Publication date in RUL:17.10.2017
Views:1740
Downloads:528
Metadata:XML RDF-CHPDL DC-XML DC-RDF
:
Copy citation
Share:Bookmark and Share

Secondary language

Language:English
Keywords:forward rates, HJM framework, interest rate derivatives, infinite dimensional partial differential stochastic equations

Similar documents

Similar works from RUL:
Similar works from other Slovenian collections:

Back