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Monte Carlo
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Mgr. Roman Koch
External person at Faculty of Mathematics and Physics
4 publications
Publications
publication
Calculation of VaR using a modified Monte Carlo method
2003 |
Faculty of Mathematics and Physics
publication
VaR calculation by a modified Monte Carlo Method
2002 |
Publication without faculty affiliation
publication
Mathematical methods of risk control
2001 |
Faculty of Mathematics and Physics, Central Library of Charles University
publication
Application of mathematical methods to the management of banking risks
1999 |
Faculty of Mathematics and Physics
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