Your browser does not allow JavaScript!
JavaScript is necessary for the proper functioning of this website. Please enable JavaScript or use a modern browser.
|
|
SLO
|
ENG
|
Cookies and privacy
DKUM
EPF - Faculty of Business and Economics
FE - Faculty of Energy Technology
FERI - Faculty of Electrical Engineering and Computer Science
FF - Faculty of Arts
FGPA - Faculty of Civil Engineering, Transportation Engineering and Architecture
FKBV - Faculty of Agriculture and Life Sciences
FKKT - Faculty of Chemistry and Chemical Engineering
FL - Faculty of Logistic
FNM - Faculty of Natural Sciences and Mathematics
FOV - Faculty of Organizational Sciences in Kranj
FS - Faculty of Mechanical Engineering
FT - Faculty of Tourism
FVV - Faculty of Criminal Justice and Security
FZV - Faculty of Health Sciences
MF - Faculty of Medicine
PEF - Faculty of Education
PF - Faculty of Law
UKM - University of Maribor Library
UM - University of Maribor
UZUM - University of Maribor Press
COBISS
Faculty of Business and Economic, Maribor
Faculty of Agriculture and Life Sciences, Maribor
Faculty of Logistics, Celje, Krško
Faculty of Organizational Sciences, Kranj
Faculty of Criminal Justice and Security, Ljubljana
Faculty of Health Sciences
Library of Technical Faculties, Maribor
Faculty of Medicine, Maribor
Miklošič Library FPNM, Maribor
Faculty of Law, Maribor
University of Maribor Library
Bigger font
|
Smaller font
Introduction
Search
Browsing
Upload document
Statistics
Login
First page
>
Show document
Show document
Title:
Načelo nearbitražnosti in vrednotenje terminskih pogodb
Authors:
ID
Marovt, Janko
(
Author
)
Files:
http://www.dlib.si/details/URN:NBN:SI:DOC-ZXUALMKE
Language:
Slovenian
Work type:
Not categorized
Typology:
1.04 - Professional Article
Organization:
EPF - Faculty of Business and Economics
Abstract:
Načelo nearbitražnosti je temeljno načelo v finančni matematiki. Izključitev arbitražnih priložnosti v matematičnih modelih je dovolj dober približek realnih dogajanj na finančnih trgih. Izkaže se, da gre za najpomembnejšo in najplodnejšo predpostavko. Cilj članka je predstaviti načelo nearbitražnosti in ga uporabiti pri vrednotenju terminskih pogodb.
Keywords:
pogodbe
,
cene
,
matematika
Publisher:
Društvo ekonomistov Maribor
Year of publishing:
2011
Number of pages:
str. 62-68
Numbering:
Letn. 57, št. 3/4
PID:
20.500.12556/DKUM-52246
UDC:
51-7:336
ISSN on article:
0547-3101
COBISS.SI-ID:
10735132
NUK URN:
URN:SI:UM:DK:ROKH0ZH8
Publication date in DKUM:
10.07.2015
Views:
1306
Downloads:
75
Metadata:
Categories:
Misc.
Cite this work
Plain text
BibTeX
EndNote XML
EndNote/Refer
RIS
ABNT
ACM Ref
AMA
APA
Chicago 17th Author-Date
Harvard
IEEE
ISO 690
MLA
Vancouver
:
Copy citation
Average score:
(0 votes)
Your score:
Voting is allowed only for
logged in
users.
Share:
Hover the mouse pointer over a document title to show the abstract or click on the title to get all document metadata.
Record is a part of a journal
Title:
Naše gospodarstvo : revija za aktualna gospodarska vprašanja
Shortened title:
Naše gospod.
Publisher:
Ekonomsko-poslovna fakulteta, Društvo ekonomistov Maribor, Ekonomski center Maribor
ISSN:
0547-3101
COBISS.SI-ID:
751364
Secondary language
Language:
English
Title:
The Principle of No-Arbitrage and Pricing of Forward and Futures Contracts
Abstract:
The principle of no-arbitrage represents the most fundamental principle of financial mathematics. The exclusion of arbitrage opportunities in the mathematical models is extremely close to the reality of financial markets, making it the most important and fruitful assumption. The aim of this paper is to present the principle of no-arbitrage and use it in the context of pricing forward and futures contracts.
Collection
This document is a part of these collections:
Naše gospodarstvo
Comments
Leave comment
You must
log in
to leave a comment.
Comments (0)
0 - 0 / 0
There are no comments!
Back
