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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| Format: | Buchkapitel |
| Sprache: | Englisch |
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MARC
| LEADER | 00000naa$a2200000$$$4500 | ||
|---|---|---|---|
| 001 | 0157262 | ||
| 005 | 20240502072740.3 | ||
| 041 | 0 | |a eng | |
| 044 | |a SK | ||
| 245 | 1 | 0 | |a Value at risk in light of crisis |c Miroslava Dolinajcová, Brian König, Ivan Lichner |
| 520 | |a Value at risk (VAR) a trhové riziko v čase krízy. Kalkulácia VAR. Parametrické meranie VAR. Odhad volatility. | ||
| 610 | 2 | 0 | |a riziko |
| 610 | 2 | 0 | |a riziko trhové |
| 610 | 2 | 0 | |a volatilita |
| 610 | 2 | 0 | |a meranie |
| 610 | 2 | 0 | |a kríza |
| 100 | 1 | |a Dolinajcová, Miroslava | |
| 700 | 1 | |a König, Brian, 1983- | |
| 700 | 1 | |a Lichner, Ivan | |