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EN
ČeštinaEnglish

Calculation of VaR using a modified Monte Carlo method

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F03%3A00002264" target="_blank" >RIV/00216208:11320/03:00002264 - isvavai.cz</a>

  • Result on the web

    —

  • DOI - Digital Object Identifier

    —

Alternative languages

  • Result language

    čeština

  • Original language name

    Výpočet VaR modifikovanou metodou Monte Carlo

  • Original language description

    Výpočet VaR modifikovanou metodou Monte Carlo

  • Czech name

    Výpočet VaR modifikovanou metodou Monte Carlo

  • Czech description

    —

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

    —

Result continuities

  • Project

    —

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2003

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Seminář z aktuárských věd 2002/03

  • ISBN

    80-86732-20

  • ISSN

    —

  • e-ISSN

    —

  • Number of pages

    8

  • Pages from-to

    72-79

  • Publisher name

    Matfyzpress

  • Place of publication

    Praha

  • Event location

    Praha

  • Event date

    Jan 1, 2003

  • Type of event by nationality

    CST - Celostátní akce

  • UT code for WoS article

    —