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master's thesis
Vrijednost slabe informacije u diskretnim modelima tržišta
Zagreb: University of Zagreb, Faculty of Science, 2021. urn:nbn:hr:217:558549
Babić, Andrija
University of Zagreb
Faculty of Science
Department of Mathematics

Institutional repository: Repository of the Faculty of Science

Cite this document

Babić, A. (2021). Vrijednost slabe informacije u diskretnim modelima tržišta (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:558549

Babić, Andrija. "Vrijednost slabe informacije u diskretnim modelima tržišta." Master's thesis, University of Zagreb, Faculty of Science, 2021. https://urn.nsk.hr/urn:nbn:hr:217:558549

Babić, Andrija. "Vrijednost slabe informacije u diskretnim modelima tržišta." Master's thesis, University of Zagreb, Faculty of Science, 2021. https://urn.nsk.hr/urn:nbn:hr:217:558549

Babić, A. (2021). 'Vrijednost slabe informacije u diskretnim modelima tržišta', Master's thesis, University of Zagreb, Faculty of Science, accessed 30 December 2024, https://urn.nsk.hr/urn:nbn:hr:217:558549

Babić A. Vrijednost slabe informacije u diskretnim modelima tržišta [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2021 [cited 2024 December 30] Available at: https://urn.nsk.hr/urn:nbn:hr:217:558549

A. Babić, "Vrijednost slabe informacije u diskretnim modelima tržišta", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2021. Available at: https://urn.nsk.hr/urn:nbn:hr:217:558549

Metadata
TitleVrijednost slabe informacije u diskretnim modelima tržišta
Title (english)The value of weak information in discrete market models
AuthorAndrija Babić
MentorVanja Wagner (mentor)
Committee memberVanja Wagner (predsjednik povjerenstva)
Committee memberRudi Mrazović (član povjerenstva)
Committee memberGoran Radunović (član povjerenstva)
Committee memberSnježana Lubura Strunjak (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Mathematics)
Zagreb
Defense date and country2021-07-21, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Abstract
U ovome radu proučavali smo diskretni model financijskog tržišta. Krenuli smo od pretpostavke da investitor želi maksimizirati očekivanu korisnost koju ostvaruje ulaganjem u svoj portfelj. Također smo pretpostavili da investitor zna distribuciju cijene imovine u konačnom trenutku i tu informaciju smo nazvali slaba informacija. Odgovorili smo na glavno pitanje rada, a to je koja je financijska vrijednost slabe informacije. Nije nas zanimala sama novčana vrijednost koju investitor može ostvariti, već smo htjeli uzeti u obzir i sklonost riziku pojedinog investitora. To smo napravili preko funkcija korisnosti te smo dali i načine kako ih maksimizirati. Rezultate smo primijenili na nekoliko različitih funkcija korisnosti.
Abstract (english)
In this thesis, we studied a discrete model of the financial market, assuming that an investor is interested in maximizing his expected utility by investing in his portfolio and that the investor knows the distribution of the price of the property, which is referred to as weak information. We answered the main question of this thesis, what is the financial value of poor information. It was done by looking not only at the monetary value that an investor can achieve, but also taking into account the risk awareness of an individual investor. This was achieved through utility functions and ways to maximize them were given. We applied the results to several different utility functions.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:558549
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
Embargo expiration date: 2023-09-20
Terms of useLicence In copyright icon
Created on2021-09-20 09:28:20