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@inproceedings{745274, author = {Linnertová, Dagmar}, address = {Bratislava}, booktitle = {Integračný proces a jeho vplyv na verejné a podnikateľské financie}, keywords = {Value at Risk volatility risks retail derivatives Derivate Forum}, language = {eng}, location = {Bratislava}, isbn = {978-80-225-2583-1}, pages = {263-269}, publisher = {Ekonomická univerzita v Bratislave}, title = {Value at Risk method: tool for estimation of investment products risk}, year = {2007} }
TY - JOUR ID - 745274 AU - Linnertová, Dagmar PY - 2007 TI - Value at Risk method: tool for estimation of investment products risk PB - Ekonomická univerzita v Bratislave CY - Bratislava SN - 9788022525831 KW - Value at Risk volatility risks retail derivatives Derivate Forum N2 - Value at Risk method is considered to be new a scientific way of managing risk. In this article there is described usage of this method for risk estimation related to investment products. There is also described traditional method of risk estimation based on volatility and summarized main advantages and disadvantages of both methods. At the end there is applied Value at Risk method in retail derivatives and they are classified in particular categories according to Derivate-Forum recommendation. ER -
LINNERTOVÁ, Dagmar. Value at Risk method: tool for estimation of investment products risk. In \textit{Integračný proces a jeho vplyv na verejné a podnikateľské financie}. Bratislava: Ekonomická univerzita v Bratislave, 2007, s.~263-269, 522 s. ISBN~978-80-225-2583-1.
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