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Title Managing and modelling of financial risks Subtitle 6th international scientific conference, 10th - 11th September 2012, Ostrava, Czech Republic Document part Part I. Author info rec. Dana Dluhošová, Zdeněk Zmeškal Another authors Dluhošová Dana (Recenzent)
Zmeškal Zdeněk (Recenzent)
Corporation Managing and modelling of financial risks . medzinárodná vedecká konferencia , 6. , Ostrava , 10.-11.09.2012 Issue data Ostrava : VŠB - Technická univerzita Ostrava , 2012. - 689 s. Issue 1. vyd. ISBN 978-80-248-2835-0 Language English Country Czech Republic Public work category FAI Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References (1) - PUBLIKAČNÁ ČINNOSŤ Title Value at risk model based on the Johnson transformation Par.title Model value at risk založený na Johnsonovej transformácii Author info Martin Boďa Author Boďa Martin 1984- (100%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Managing and modelling of financial risks : 6th international scientific conference, 10th - 11th September 2012, Ostrava, Czech Republic, Part I.. S. 53-63. - Ostrava : VŠB - Technická univerzita Ostrava, 2012 / Dluhošová Dana ; Zmeškal Zdeněk ; Managing and modelling of financial risks medzinárodná vedecká konferencia Keywords value at risk Yeo-Johnson transformation moment method quantile method Language English Country Czech Republic systematics 02 Public work category AFC No. of Archival Copy 26492 Repercussion category SPUCHLAKOVA, Erika - CUG, Juraj. Credit risk and LGD modelling. In Procedia economics and finance : 2nd global conference on business, economics, management and tourism, Prague, 29th-31st October 2014. Amsterdam : Elsevier Science, ISSN 2212-5671, 2015, vol. 23, pp. 439-444.
KOLLAR, Boris - GONDZAROVA, Barbora. Comparison of current credit risk models. In Procedia economics and finance : 2nd global conference on business, economics, management and tourism, Prague, 29th-31st October 2014. Amsterdam : Elsevier Science, ISSN 2212-5671, 2015, vol. 23, pp. 341-347.
SPUCHĽAKOVA, Erika - FRAJTOVA-MICHALIKOVA, Katarina - MISANKOVA, Maria. Risk of the collective investment and investment portfolio : 4th world conference on business, economics and management, Ephesus, 30th April-2nd May 2015. [S. l.] : Elsevier, 2015. ISSN 2212-5671, pp. 167-173.
Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ