Imunizace úvěrového rizika
| Thesis title in Czech: | Imunizace úvěrového rizika |
|---|---|
| Thesis title in English: | Immunisation of the credit risk |
| Academic year of topic announcement: | 2006/2007 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | čeština |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Jan Hurt, CSc. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 16.11.2006 |
| Date of assignment: | 16.11.2006 |
| Date and time of defence: | 27.06.2007 00:00 |
| Date of electronic submission: | 31.05.2007 |
| Date of submission of printed version: | 31.05.2007 |
| Date of proceeded defence: | 27.06.2007 |
| Opponents: | RNDr. Jitka Zichová, Dr. |
| Guidelines |
| V práci bude pojednáno o základních typech úvěrových rizik. Důraz bude kladen především na způsoby, které finanční instituce využívají k minimalizaci kreditního rizika.
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| References |
| [1] Dupačová, J., Hurt, J., Štěpán, J.: Stochastic Modeling in Economics and Finance. Kluwer Academic Publishers. Dordrecht 2002.
[2] Morgan, J. P., Reuters: RiskMetrics – Technical Document. 4th ed., Morgan Guaranty Trust Company. New York 1996. [3] Luenberger, D. G.: Investment Science. Oxford University Press. New York 1998. [4] Bluhm, C. et al.: Credit Risk Modeling. Chapman & Hall/CRC. Boca Raton, 2003. [5] Schoenbucher, P. J.: Credit Derivatives Pricing Models. Wiley. Chichester, 2003. [6] Cipra, T.: Praktický průvodce finanční a pojistnou matematikou. Ekopress. Praha, 2005. |
| Preliminary scope of work |
| minimalizace kreditního rizika |
| Preliminary scope of work in English |
| minimasation of the credit risk |