Archiv Finanční Konference 2017

VaR Backtesting and the Risk Management Toolbox

Andersson, E.

Prediction of Electricity Off-take Evaluation of Portfolio Deviation

Barát, K.

Variable Precision Arithmetic in Option Pricing Formulas

Daněk, J., Pospíšil, J.

White Paper: Numerical Integration of Inaccurately Evaluated Functions

Daněk, J., Pospíšil, J.

Machine Learning for Financial Applications

Diethert, A.

Sovereign Default Risk and Debt Limits

Múčka, Z.

Impact of Last Liquid Point in the Smith-Wilson Interpolation on Risk Profile of an Insurance Company

Nowicki, A.

Modelling pension liabilities

Reľovský, B.

Stochastic Forecast of the Slovak Public Debt

Výškrabka, M.