Výpočet kreditní hodnoty v riziku
Thesis describes calculation of the credit value at risk for portfolio composed of traditional bank loans. The risk is measured by incurred expected and unexpected losses at the end of some time horizon. Thesis is splitted into two parts - theoretical part and computational part. The most known and...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2006
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| Online Access: | http://www.nusl.cz/ntk/nusl-267313 |