Use of the Value at Risk Model by Stocks from the Prague Stock Exchange
The paper focuses on the Value at Risk model, which is nowadays often used for risk analysis mostly in the banking and insurance industries. Following the characteristics of the model principle, the Value at Risk is interpreted in the economic sense. Two sub-methods are mentioned: Monte Carlo method...
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| Format: | Article |
| Language: | English |
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Institute of Technology and Business, České Budějovice
2019-05-01
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| Series: | Littera Scripta |
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| Online Access: | http://www.littera-scripta.com/use-of-the-value-at-risk-model-by-stocks-from-the-prague-stock-exchange/ |