Original title: Využití teorie extrémních hodnot při řízení operačních rizik
Translated title: Extreme Value Theory in Operational Risk Management
Authors: Vojtěch, Jan ; Kahounová, Jana (advisor) ; Řezanková, Hana (referee) ; Orsáková, Martina (referee)
Document type: Doctoral theses
Year: 2009
Language: cze
Publisher: Vysoká škola ekonomická v Praze
Abstract: [cze] [eng]

Keywords: extreme value distribution; extreme value theory; Monte Carlo simulation; operational risk; value at risk; hodnota v riziku; Monte Carlo simulace; operační riziko; rozdělení extrémních hodnot; teorie extrémních hodnot

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/28588

Permalink: http://www.nusl.cz/ntk/nusl-72228


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Doctoral theses
 Record created 2011-11-30, last modified 2022-03-03


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