prikaz prve stranice dokumenta Forward i futures ugovori na financijskim tržištima
  Download
PDF 19.23 MB
master's thesis
Forward i futures ugovori na financijskim tržištima
2022. urn:nbn:hr:126:818611
Veseličić, Valentina
Josip Juraj Strossmayer University of Osijek
Department of Mathematics

Cite this document

Veseličić, V. (2022). Forward i futures ugovori na financijskim tržištima (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:818611

Veseličić, Valentina. "Forward i futures ugovori na financijskim tržištima." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2022. https://urn.nsk.hr/urn:nbn:hr:126:818611

Veseličić, Valentina. "Forward i futures ugovori na financijskim tržištima." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2022. https://urn.nsk.hr/urn:nbn:hr:126:818611

Veseličić, V. (2022). 'Forward i futures ugovori na financijskim tržištima', Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, accessed 01 December 2024, https://urn.nsk.hr/urn:nbn:hr:126:818611

Veseličić V. Forward i futures ugovori na financijskim tržištima [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics; 2022 [cited 2024 December 01] Available at: https://urn.nsk.hr/urn:nbn:hr:126:818611

V. Veseličić, "Forward i futures ugovori na financijskim tržištima", Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, Osijek, 2022. Available at: https://urn.nsk.hr/urn:nbn:hr:126:818611

Please login to the repository to save this object to your list.
Metadata
TitleForward i futures ugovori na financijskim tržištima
Title (english)Forward and Futures Contracts on Financial Markets
AuthorValentina Veseličić
MentorNenad Šuvak (mentor)
Committee memberDanijel Grahovac (predsjednik povjerenstva)
Committee memberNenad Šuvak (član povjerenstva)
Committee memberIvan Papić (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Department of Mathematics
Osijek
Defense date and country2022-02-22, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Financial and Business Mathematics
Abstract
Cilj ovog rada je proučiti forward i futures ugovore na financijskim tržištima, njihova svojstva, cijene, način upotrebe i slično. U uvodu smo kratko naveli motivaciju postanka financijskih tržišta te osnovne pojmove i njihove definicije koje se koriste kroz cijeli rad. U drugom poglavlju uvodimo osnovne definicije, pretpostavke i formule na financijskom tržištu. Sljedeće poglavlje se odnosi na forward ugovore, gdje najveći naglasak stavljamo na izvode forward cijena i vrijednosti forward ugovora u različitim uvjetima. Također, razradili smo neke od primjera ugovora. Četvrto poglavlje temelji se na futures ugovorima koji su po svom sastavu i uporabi zahtjevniji od forward ugovora. Objašnjavamo margin sustav, futures cijene te rizik futures ugovora i zaštitu od istog (bazni rizik i omjer zaštite). Posebno smo razradili futures ugovore na burzovnim indeksima i na robi. U zadnjem poglavlju diskutiramo o razlikama izmedu forward i futures ugovora te dokazujemo u kojim uvjetima su njihove cijene jednake.
Abstract (english)
This paper aims to study forward and futures contracts in financial markets, their properties, prices, usage, and the like. In the introduction, we briefly stated the motivation for the emergence of financial markets and the basic terms and definitions used throughout the paper. We introduce the basic definitions, assumptions, and formulas in the financial market in the second chapter. The next chapter deals with forward contracts, where we place the most significant emphasis on forward price derivatives and forward contract values in different conditions. We have also elaborated on some of the examples of contracts. The fourth chapter is about futures contracts, which are more demanding in their composition and use than ”forward” contracts. We explain the margin system, futures prices, and the risk of futures contracts and protection against it (base risk and hedge ratio). We have specially developed futures contracts on stock indices and commodities. In the last chapter, we discuss the differences between ”forward” and futures contracts, and we prove under what conditions their prices are equal.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:818611
Study programmeTitle: Mathematics; specializations in: Financial and Statistical Mathematics, Mathematics and Computer Science, Industrial and Applied Mathematics
Course: Financial and Statistical 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 on2022-02-28 08:36:48