Kreditní riziko
The main topic of this diploma thesis is the credit risk (default risk) modeling from the portfolio view. The work is introduced by a brief description of credit risk measures and a review of models. The largest part of this thesis is focused on a description of factor models, such as simulation-bas...
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| Format: | Dissertation |
| Language: | Slovak |
| Published: |
2008
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| Online Access: | http://www.nusl.cz/ntk/nusl-290229 |