Original title: Zajišťování a řízení měnového rizika v bankovním prostředí
Translated title: Hedging and currency risk management in the area of commercial banks
Authors: Šimko, Marek ; Kolman, Marek (advisor) ; Leová, Simona (referee)
Document type: Bachelor's theses
Year: 2013
Language: cze
Publisher: Vysoká škola ekonomická v Praze
Abstract: [cze] [eng]

Keywords: backtesting; financial derivatives; FX risk; Garman - Kohlhagen model; Value at Risk; backtesting; finanční deriváty; Garman - Kohlhagen model; měnové riziko; Value at Risk

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/42755

Permalink: http://www.nusl.cz/ntk/nusl-197902


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Bachelor's theses
 Record created 2015-09-10, last modified 2017-06-30


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