Metody výpočtu veličiny VaR pro tržní riziko.
Calculation methods of market risk VaR.
bachelor thesis (DEFENDED)
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Permanent link
http://hdl.handle.net/20.500.11956/28123Identifiers
Study Information System: 57391
Collections
- Kvalifikační práce [10932]
Faculty / Institute
Faculty of Mathematics and Physics
Discipline
Financial Mathematics
Department
Department of Probability and Mathematical Statistics
Date of defense
25. 6. 2009
Publisher
Univerzita Karlova, Matematicko-fyzikální fakultaLanguage
Czech
Grade
Excellent