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Razpršenost nestanovitnosti : delo diplomskega seminarja
ID Golob, David (Author), ID Bernik, Janez (Mentor) More about this mentor... This link opens in a new window, ID Šega, Gregor (Co-mentor)

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MD5: 519BDBA07FEE85AF0E44386CE843D331
PID: 20.500.12556/rul/132c88dc-e111-41a1-8fa2-d488a93f4cc3

Language:Slovenian
Keywords:matematika, do tveganja nevtralna varianca, naravna varianca, razpršenost nestanovitnosti, cenitveno jedro
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[D. Golob]
Year:2014
Number of pages:28 str.
PID:20.500.12556/RUL-97000 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17258585 This link opens in a new window
Publication date in RUL:18.10.2017
Views:1335
Downloads:314
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Secondary language

Language:English
Title:Volatility spread
Keywords:mathematics, risk neutral variance, physical variance, volatility spread, pricing kernel

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