Nelineární chování opčních kontraktů a metoda Value at Risk
| Thesis title in Czech: | Nelineární chování opčních kontraktů a metoda Value at Risk |
|---|---|
| Thesis title in English: | Non-linear Behaviour of the Option Contracts and the VaR Method |
| Academic year of topic announcement: | 1999/2000 |
| Thesis type: | diploma thesis |
| Thesis language: | |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | RNDr. Jiří Kottas, CSc. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 12.11.1999 |
| Date of assignment: | 12.11.1999 |
| Date of electronic submission: | 13.09.2001 |
| Date of submission of printed version: | 13.09.2001 |