Bc. et Bc. Kristína Sámelová
Master's thesis
Metody měření tržních rizik
Methods of market risk measurement
Abstract:
This diploma thesis deals with various methods of market risk measurement by financial institutions, particularly comparing the established method Value-at-Risk with available alternatives. The first chapter focuses on the financial risk and its management. The second chapter contains successively the definition, methods of calculating VaR and the explanation of advantages and disadvantages which are …moreAbstract:
Táto diplomová práca sa zaoberá rôznymi metódami merania trhových rizík finančnými inštitúciami, a to najmä komparáciou zaužívanej metódy Value-at-Risk s dostupnými alternatívami. Prvá kapitola sa venuje všeobecne finančnému riziku a jeho riadeniu. V druhej kapitole nájdeme postupne definíciu, metódy výpočtu VaR a vysvetlenie výhod a nedostatkov, ktoré sa s touto rizikovou mierou spájajú. Na to nadväzuje …more
Language used: Slovak
Date on which the thesis was submitted / produced: 10. 5. 2018
Identifier:
https://is.muni.cz/th/q6mle/
Thesis defence
- Date of defence: 21. 6. 2018
- Supervisor: Mgr. Silvie Zlatošová, Ph.D.
- Reader: Ing. Tomáš Plíhal
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Finance and Accounting / Finance
Theses on a related topic
- No theses on a related topic available.