1. VAR and CTE calculation in Maxima
Title | VAR and CTE calculation in Maxima | ||||||||
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Parallel title | Výpočet hodnôt VaR a CVaR v programe Maxima | ||||||||
Author info | František Slaninka, Zsolt Simonka | ||||||||
Author | Slaninka František EUBFHIKMA - Katedra matematiky a aktuárstva FHI | ||||||||
Co-authors | Simonka Zsolt EUBFHIKMA - Katedra matematiky a aktuárstva FHI | ||||||||
Source document | Software support in economic-mathematical and actuarial models : reviewed collection of research papers. S. [1-4] CD-ROM. - Bratislava : Publishing house EKONÓM, 2017 / Ondrejková Krčová Ingrid ; Peller František ; Starečková Anna. ISBN 978-80-225-4428-3 | ||||||||
Note | VEGA 1/0221/17 | ||||||||
Document kind | schedule of articles from year books | ||||||||
Language | Slovak | ||||||||
Country of Edition | Slovak Republic | ||||||||
Keywords | softvér * matematika * systémy počítačové * riadenie rizík * riziko poistné * pravdepodobnosť | ||||||||
Annotation | Pravdepodobnostné rozdelenia v programe Maxima. Kalkulácia hodnôt VaR a CVaR v programe Maxima. | ||||||||
Public work category | Scientific titles in home noticed scientific year-books (not conference) | ||||||||
Database | PUBLIKAČNÁ ČINNOSŤ | ||||||||
No. of Archival Copy | E17 00598-014, originál dokumentu | ||||||||
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