Original title: Power Markets and Risk Management Modeling
Translated title: Trhy s elektrickou energií a modelování v řízení rizik
Authors: Paholok, Igor ; Málek, Jiří (advisor) ; Kodera, Jan (referee) ; Budinský, Petr (referee)
Document type: Doctoral theses
Year: 2012
Language: eng
Publisher: Vysoká škola ekonomická v Praze
Abstract: [eng] [cze]

Keywords: Credit Value Adjustment; Extreme Value Theory; Jump Diffusion Mean Reverting Process; Power Markets; Credit Value Adjustment; Extreme Value Theory; Jump Diffusion Mean Reverting Process; Trh s elektrickou energií

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/43774

Permalink: http://www.nusl.cz/ntk/nusl-191803


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Doctoral theses
 Record created 2015-09-10, last modified 2022-03-03


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