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master's thesis
Konzistentne familije krivulja za modele kamatnih stopa
Zagreb: University of Zagreb, Faculty of Science, 2018. urn:nbn:hr:217:239238
Franović, Silvia
University of Zagreb
Faculty of Science
Department of Mathematics

Institutional repository: Repository of the Faculty of Science

Cite this document

Franović, S. (2018). Konzistentne familije krivulja za modele kamatnih stopa (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:239238

Franović, Silvia. "Konzistentne familije krivulja za modele kamatnih stopa." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:239238

Franović, Silvia. "Konzistentne familije krivulja za modele kamatnih stopa." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:239238

Franović, S. (2018). 'Konzistentne familije krivulja za modele kamatnih stopa', Master's thesis, University of Zagreb, Faculty of Science, accessed 03 November 2024, https://urn.nsk.hr/urn:nbn:hr:217:239238

Franović S. Konzistentne familije krivulja za modele kamatnih stopa [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2018 [cited 2024 November 03] Available at: https://urn.nsk.hr/urn:nbn:hr:217:239238

S. Franović, "Konzistentne familije krivulja za modele kamatnih stopa", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2018. Available at: https://urn.nsk.hr/urn:nbn:hr:217:239238

Metadata
TitleKonzistentne familije krivulja za modele kamatnih stopa
AuthorSilvia Franović
MentorIgor Velčić (mentor)
Committee memberIgor Velčić (predsjednik povjerenstva)
Committee memberBojan Basrak (član povjerenstva)
Committee memberIlja Gogić (član povjerenstva)
Committee memberMladen Jurak (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Mathematics)
Zagreb
Defense date and country2018-12-07, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Abstract
U radu su prikazani nužni i dovoljni uvjeti da bi određena konačnodimenzionalna familija krivulja bila invarijantna za određeni model promjene kamatnih stopa. S matematičke točke gledišta, pitanje se svodi na traženje invarijantnih mogostrukosti za stohastičke diferencijalne jednadžbe. U radu su također dani primjeri traženja invarijantne familije krivulja za određeni model, kao i obrnuto.
Abstract (english)
This paper explains necessary and sufficient conditions under which a specific finitedimensional family of curves is invariant for a specific forward rates model. From mathematical point of view, the problem can be understood as looking for invariant manifolds for stohastic differential equations. The paper also contains several examples of looking for family of curves which is invariant for a given forward rates model and vice versa.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:239238
Study programmeTitle: Finance and Business Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2019-04-18 10:34:15