Value at risk in light of crisis

Value at risk (VAR) a trhové riziko v čase krízy. Kalkulácia VAR. Parametrické meranie VAR. Odhad volatility.

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Main Author: Dolinajcová, Miroslava
Other Authors: König, Brian, 1983-, Lichner, Ivan
Format: Book Chapter
Language:English
Subjects:
riziko
riziko trhové
volatilita
meranie
kríza
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