Bakalářská práce / info:eu-repo/semantics/bachelorThesis
Osoba oponující práci:
The thesis discusses a relatively modern method of measuring market risk - Value at Risk, which is widely used in the area of risk management. The thesis in the first section deals with risk, particularly financial risk and its dividing. The aim of the second section is to familiarize the reader with the concept of Value at Risk, why and where Value at Risk is used, what are the advantages and disadvantages. This section also includes methods of calculating Value at Risk. Third section contains practical part which analyzes input data and demonstrates application of different methods of calculation. The section also includes verification of the calculation model used.
Risk management; Risk; VaR; Value at Risk
Informace o studiu
Studijní program a Studijní obor:
Finance a účetnictví/Bankovnictví a pojišťovnictví