Aktuárský přístup k modelování kreditních rizik
This thesis deals with one of the models for the credit risk measurement - the model CreditRisk+. The theoretical part describes the theory which is the basis for this model. Further, the thesis demonstrates an applicative example of calculation distribution of default losses. The model uses Poisson...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Dissertation |
| Language: | Czech |
| Published: |
2010
|
| Online Access: | http://www.nusl.cz/ntk/nusl-281987 |