Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Myšičková, Ivana"'
Autor:
Myšičková, Ivana
The thesis describes commonly used measures of risk, such as volatility, Value at Risk (VaR) and Expected Shortfall (ES), and is tasked with creating models for measuring market risk. It is concerned with the risk over daily and over monthly horizons
Externí odkaz:
http://www.nusl.cz/ntk/nusl-335066
Autor:
Myšičková, Ivana
The thesis describes commonly used measures of risk, such as volatility, Value at Risk (VaR) and Expected Shortfall (ES), and is tasked with creating models for measuring market risk. It is concerned with the risk over daily and over monthly horizons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::69860836c69bb0d1e864ed0c730e6bb4
http://www.nusl.cz/ntk/nusl-476893
http://www.nusl.cz/ntk/nusl-476893
Autor:
Myšičková, Ivana
Presented study analyzes interest rate risk associated with the possession of given fixed coupon bond. In the first chapter, we define some of the basic concepts and provide description of available data. These are historical data on spot interest ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::04b4f2dd7f2ab575ce817b7be8f10c97
http://www.nusl.cz/ntk/nusl-490958
http://www.nusl.cz/ntk/nusl-490958