Original title: Trh kreditních derivátů během finanční krize
Translated title: Credit Derivatives Market during Recent Financial Crisis
Authors: Buzková, Petra ; Teplý, Petr (advisor) ; Tripe, David (referee) ; Witzany, Jiří (referee) ; Dědek, Oldřich (referee)
Document type: Doctoral theses
Year: 2018
Language: eng
Abstract: [eng] [cze]

Keywords: collateralized debt obligation; credit default swap; efficient market hypothesis; European debt crisis; global financial crisis; model price; One Factor Gaussian Copula model; SUR model; evropská dluhová krize; globální finanční krize; hypotéza efektivních trhů; jednofaktorový model Gaussovské kopule; modelová cena; SUR model; swap úvěrového selhání; zajištěná dluhová obligace

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/102674

Permalink: http://www.nusl.cz/ntk/nusl-388860


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Doctoral theses
 Record created 2018-11-15, last modified 2018-11-15


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