National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
Methods of Risk Aggregation on Financial Markets
Pavlovičová, Jana ; Gapko, Petr (advisor) ; Báťa, Karel (referee)
This diploma thesis "Methods of risk aggregation on financial markets" introduces all kinds of risk that are present on the financial markets. In the first part there are explained the ways and methods of measurement of these risks. Next there are shown the methods of aggregation of credit, market and operational risks. One of these methods are copula functions which are constructed in practical part of this thesis.

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