Original title: Metody kvantifikace rizika při nastavení limitu expozice brokerských společností
Translated title: Setting of the exposition limit for brokerage companies using risk quantifying methods
Authors: Nováková, Kateřina ; Zouhar, Jan (advisor) ; Holý, Vladimír (referee)
Document type: Bachelor's theses
Year: 2017
Language: cze
Publisher: Vysoká škola ekonomická v Praze
Abstract: [cze] [eng]

Keywords: Brokerage company; Expected Shortfall; risk quantification; simulation modeling; Value at Risk; Expected Shortfall; Forexová společnost; kvantifikace rizika; simulační modely; 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/70673

Permalink: http://www.nusl.cz/ntk/nusl-360595


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Bachelor's theses
 Record created 2017-08-02, last modified 2017-08-03


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