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Zmeškal, Zdenìk - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 1-2, pp. 50-63

Hedging strategies represent basic instrument used toward eliminating financial risk. Increasing volatility of … select hedging strategies. Five basic hedging strategies ? delta hedging, minimum variance, minimum value at risk, maximum … and commodity-risk hedging are described. Several applications are suitable for small open economies that lack liquid …

Persistent link: https://www.econbiz.de/10008495620

Examination of Portfolio Currency Risk Estimation by Means of Lévy Models

Tichý, Tomáš - In: Politická ekonomie 2010 (2010) 4, pp. 504-521

Financial risk modeling, measuring, and managing are an inherent part of management in financial institutions. It is also an important step within the setting of optimal level of capital eligible to cover risk exposures. A significant portion of capital is usually assigned to cover the risk of...

Persistent link: https://www.econbiz.de/10008564635

Modelování cenových očekávání a analýza jejich vlivu na trh

Hron, Jiří - In: Politická ekonomie : teorie, modelování, aplikace 48 (2000) 2, pp. 183-200

Persistent link: https://www.econbiz.de/10001581915

Efektivní portfolia : (matematický model)

Ambrož, Luděk (contributor) - 1991

Persistent link: https://www.econbiz.de/10000835884

Ekonomická paradigmata teorie portfolia, kapitálového trhu a vlastnických vztah°u v alokačních procesech

Bureš, Jiří - 1990

Persistent link: https://www.econbiz.de/10000819228

Some multiple criteria approaches in portfolio selection models

Mlynarovič, Vladimír - In: Politická ekonomie : teorie, modelování, aplikace 43 (1995) 5, pp. 671-689

Persistent link: https://www.econbiz.de/10001191746

Replication Methods in the Pricing and Hedging of Barrier Options

Tomáš, Tichý - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 305-324

This paper considers various options replication methods. Firstly, a specific type of barrier option, an up-and-out call, is considered. Other barrier options are briefly also described, and various types of barriers are considered. Secondly, a general definition of replication methods is...

Persistent link: https://www.econbiz.de/10008549672

The Nobel Prize Laureates, 2003

Komárek, Luboš - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 355-356

The article summarizes the main points discussed at the seminar on The Nobel Prize Laureates, 2003, held by the Czech Economic Association in March 2004. The seminar featured two main speakers: Josef Arlt (University of Economics, Prague, and Charles University, Prague), who lectured on the work...

Persistent link: https://www.econbiz.de/10008495635

Volatilita měnového kurzu Kč

Vávra, Marián - In: Statistika : statistics and economy journal 37 (2000) 2, pp. 75-87

Persistent link: https://www.econbiz.de/10001513023

Význam modelování a předpovídání volatility časových řad pro tvorbu měnové politiky centrální banky

Arlt, Josef; Radkovský, Štěpán - 1999

Persistent link: https://www.econbiz.de/10001445241