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Dinamične mere tveganja : delo diplomskega seminarja
ID Skočir, Matic (Author), ID Škulj, Damjan (Mentor) More about this mentor... This link opens in a new window

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MD5: 87712306C50933253FA3EC651FCDD3FE
PID: 20.500.12556/rul/781b0352-7172-476a-8be8-fa5eafdfd487

Language:Slovenian
Keywords:finančna matematika, mere tveganja, statične mere, dinamične mere, množice sprejemljivih pozicij, koherentnost, konveksnost, časovna konsistentnost
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[M. Skočir]
Year:2014
Number of pages:23 str.
PID:20.500.12556/RUL-97067 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17274457 This link opens in a new window
Publication date in RUL:18.10.2017
Views:1285
Downloads:263
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Secondary language

Language:English
Title:Dynamic risk measures
Keywords:mathematics, risk measures, static measures, dynamic measures, acceptable sets, coherence, convexity, time consistency

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