Fuzzy-stochastic Estimation of Default-adjusted expected Bond Cash-flow.

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F99%3A10001618" target="_blank" >RIV/61989100:27510/99:10001618 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Fuzzy-stochastic Estimation of Default-adjusted expected Bond Cash-flow.

Original language description

Type The investment decision-making is a crucial problem of financial decision-making. There are two aspects which are risk and vagueness. A combination of risk (stochastic) and uncertainty (fuzzy) instuments is applied in a process of calculatint a dafault-adjisted expected bond cash-flow Fuzzy-stochastic models categorisation is described and particular model is proposed. Input data are in a form of fuzzy numbers and results (fuzzy expected bond cash-flow) are also determined vaguelyas a fuzzy sets. Illustrative example is introduced.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

1999

Confidentiality

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

Article name in the collection

Mathematical Methods i Economics

ISBN

80-7079-371-6

ISSN

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e-ISSN

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Number of pages

6

Pages from-to

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Publisher name

VŠE Praha

Place of publication

Jindřichův Hradec

Event location

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Event date

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Type of event by nationality

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UT code for WoS article

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