|
|
Backtesting Value-at-Risk: Comparison of selected approaches
Šedivý, Milan ; Hendrych, Radek (advisor) ; Hurt, Jan (referee)
This thesis focuses on the evaluation of different backtesting methods that are routinely applied to one of the most commonly used risk measure Value- at-Risk. The main goal of this thesis is to present approaches used to backtest Value-at-Risk (including an introduction to common methods associated with Value-at-Risk forecasting). These statistical evaluation methods are then applied to historical data from the years 2005 to 2010, during which we experienced two major financial crises. Afterwards, the output of our analysis is thoroughly discussed. 1
|
|
|
Backtesting Value-at-Risk: Comparison of selected approaches
Šedivý, Milan ; Hendrych, Radek (advisor) ; Hurt, Jan (referee)
This thesis focuses on the evaluation of different backtesting methods that are routinely applied to one of the most commonly used risk measure Value- at-Risk. The main goal of this thesis is to present approaches used to backtest Value-at-Risk (including an introduction to common methods associated with Value-at-Risk forecasting). These statistical evaluation methods are then applied to historical data from the years 2005 to 2010, during which we experienced two major financial crises. Afterwards, the output of our analysis is thoroughly discussed. 1
|
|
| |
|
|
Bossing in the Army of the Czech Republic
ŠEDIVÝ, Milan
Annotation Thisbachelor's thesis describesbullying, mobbing and mainlybossing. Itistrying to findouthow to informaboutthispathologicalphenomenon. Thetheoretical part isdedicated to describingthetermsmobbing and bossing, describespossiblecauses, phases and typesofmobbers, prevention and possiblehealthimplications. Thepractical part dealswithbossingoccurrenceanalysis in theArmyofthe Czech Republic, particularlymilitary unit in Strakonice usinganonymousquestionnaire. Theaimofthisworkis to findoutwhethersoldiersencounteredbossing in theArmy. Thistopicis so broadthatitisimpossible to clarifythewholeproblematics in onebachelor's thesis. Gathered data are onlyapproximate, coveronly a small area and involvesonly a smallpopulation sample.
|
|
|
The impact of the financial reporting of the company Kofola, a.s. on its financial performance.
Šedivý, Milan ; Strouhal, Jiří (advisor) ; Krause, Josef (referee)
The aim of this diploma thesis is to conduct a financial analysis of the company Kofola a.s. In the theoretical-methodological part, thesis deals with the definition of financial analysis, its purpose and nature. Additionally, sources of information for financial analysis, methods of analysis and selected differences between Czech accounting standards and IFRS are described. In the practical part, the analyzed company Kofola a.s. is introduced and its financial analysis is conducted by selected financial analysis methods for years 2008-2012. Kofola a.s is also compared in terms of financial performance with two competitor firms using the Spider analysis.
|
guest ::
RSS feed.