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KEM/AKF
Quantitative Finance in English
Guarantors: doc. RNDr. Mikuláš Gangur, Ph.D.
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Course literature
KEM/AKF
-IS/STAG
Basic
DOWD, K.,
Measuring Market Risk
, Hoboken : Wiley
2005
BRADA, J.,
Teorie portfolia
, Praha : Vysoká škola ekonomická
1996
Recommended
MÁLEK, J.,
Řízení finančních rizik
, Praha : VŠE
2003
CAMPBELL, J., LO, A., MACKINLEY, C.,
The Econometrics of Financial Markets
, Princeton : University Press
1997
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Additional readings
www.riskmetrics.com
Last updated:
24.09.2008
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Studijní materiály
Does not contain documents.
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