About: Stress testing for VaR and CVaR

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Stress testing is connected with quantification of losses or risks in finance. The chapter is focused on the stress testing for two risk measures VaR a CVaR. Stress testing is connected with quantification of losses or risks in finance. The chapter is focused on the stress testing for two risk measures VaR a CVaR. (en)
Title	Stress testing for VaR and CVaR Stress testing for VaR and CVaR (en)
skos:prefLabel	Stress testing for VaR and CVaR Stress testing for VaR and CVaR (en)
skos:notation	RIV/00216208:11320/08:00100093!RIV11-GA0-11320___
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA201/05/2340), P(GA402/05/0115), Z(MSM0021620839)
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Dupačová, Jitka
http://linked.open.../riv/druhVysledku	C - Kapitola v knize
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Matematicko-fyzikální fakulta
http://linked.open...dnocenehoVysledku	397698
http://linked.open...ai/riv/idVysledku	RIV/00216208:11320/08:00100093
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	CVaR; testing; Stress (en)
http://linked.open.../riv/klicoveSlovo	Stress CVaR testing
http://linked.open...ontrolniKodProRIV	[8B78656E784B]
http://linked.open...i/riv/mistoVydani	USA
http://linked.open...vEdiceCisloSvazku	CRC Financial Mathematics Series 13
http://linked.open...i/riv/nazevZdroje	Quantitative Fund Management
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...v/pocetStranKnihy	488 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Validation of Economic Decision Models and Results Nontraditional statistical procedures in econometrics
http://linked.open...UplatneniVysledku	2008
http://linked.open...iv/tvurceVysledku	Dupačová, Jitka Polívka, Jan
http://linked.open...n/vavai/riv/zamer	Metody moderní matematiky a jejich aplikace
number of pages	21 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Chapman and Hall
https://schema.org/isbn	978-1-4200-8191-6
http://localhost/t...ganizacniJednotka	11320
is http://linked.open...avai/riv/vysledek of	Stress testing for VaR and CVaR Stress testing for VaR and CVaR Stress testing for VaR and CVaR

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