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Description
  • Hlavní témata dokumentu: model úrokové míry; výnosová křivka; analýza hlavních komponent; melineární stochastické diferenciální rovnice; risk management (cs)
  • Basic themes of document: interest rate models; yield curve; principal component analysis; nonlinear stochastic differential equations; risk management
  • Basic themes of document: interest rate models; yield curve; principal component analysis; nonlinear stochastic differential equations; risk management (en)
Title
  • Yield Curve Modeling Using The Principal Component Analysis And Nonlinear Stochastic Differential Equations
  • Modelování výnosové křivky pomocí metody hlavních komponent a nelineárních stochastických diferenciálních rovnic (cs)
  • Yield Curve Modeling Using The Principal Component Analysis And Nonlinear Stochastic Differential Equations (en)
skos:prefLabel
  • Yield Curve Modeling Using The Principal Component Analysis And Nonlinear Stochastic Differential Equations
  • Modelování výnosové křivky pomocí metody hlavních komponent a nelineárních stochastických diferenciálních rovnic (cs)
  • Yield Curve Modeling Using The Principal Component Analysis And Nonlinear Stochastic Differential Equations (en)
skos:notation
  • RIV/61384399:31140/07:00026597!RIV08-MSM-31140___
http://linked.open.../vavai/riv/strany
  • 1;7
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM6138439910)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 461524
http://linked.open...ai/riv/idVysledku
  • RIV/61384399:31140/07:00026597
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • interest rate models; yield curve; principal component analysis; nonlinear stochastic differential equations; risk management (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [5C62A961B9F0]
http://linked.open...v/mistoKonaniAkce
  • Herlany
http://linked.open...i/riv/mistoVydani
  • Košice
http://linked.open...i/riv/nazevZdroje
  • MMIE2007
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Cicha, Martin
  • Zimmermann, Pavel
  • Kladívko, K.
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Univerzita Pavla Jozefa Šafárika v Košiciach
https://schema.org/isbn
  • 978-80-89089-58-1
http://localhost/t...ganizacniJednotka
  • 31140
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