Original title: Výpočet kapitálového požadavku za tržní riziko pro opce na koš akcií
Translated title: Calculation of capital requirements of market risk for options on stock's basket
Authors: Lendacký, Peter ; Myška, Petr (advisor) ; Večeř, Jan (referee)
Document type: Master’s theses
Year: 2016
Language: slo
Abstract: [eng] [cze]

Keywords: capital requirement; equity option; Value at Risk; kapitálový požadavek; opce na akcie; Value at Risk

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/82968

Permalink: http://www.nusl.cz/ntk/nusl-352617


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2017-06-20, last modified 2022-03-04


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