Original title: Monte Carlo simulation of Counterparty Credit Risk
Translated title: Monte Carlo simulation of Counterparty Credit Risk
Authors: Havelka, Robert ; Šopov, Boril (advisor) ; Skuhrovec, Jiří (referee)
Document type: Master’s theses
Year: 2015
Language: eng
Abstract: [eng] [cze]

Keywords: CVA; Exposure; Monte Carlo; Variance; CVA; Expozice; Monte Carlo; Rozptyl

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/63469

Permalink: http://www.nusl.cz/ntk/nusl-332617


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 2017-06-19, last modified 2022-03-04


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