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Conditional value at risk
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Person
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RNDr. Tomáš Rusý Ph.D.
External academic staff at Faculty of Mathematics and Physics
7 publications
Publications
publication
AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY
2018 |
Faculty of Mathematics and Physics
publication
Robustness of stochastic programs with endogenous randomness via contamination
2023 |
Faculty of Mathematics and Physics
publication
Maximum likelihood estimation of the Hull-White model
2023 |
Faculty of Mathematics and Physics
publication
A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision
2021 |
Faculty of Mathematics and Physics
publication
Interest Rate Modelling: Maximum Likelihood Estimation of One-Factor Short-Rate Models
2019 |
Faculty of Mathematics and Physics
publication
RPSN computations for TOMMY STACHI s.r.o.
Publication without faculty affiliation
publication
Asset-Liability Management: Application of Stochastic Programming with Endogenous Randomness and Contamination
Publication without faculty affiliation
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