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Carlo simulation. To description of content Monte Carlo simulation in framework of risk analysis, its problem aspects … from the field of oil industry through Monte Carlo simulation is also involved. …
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Monte Carlo simulation. The aim of the article is to describe these tools, their common features and differences, advantages … and disadvantages. Further results and benefits of application of Monte Carlo simulation in risk analysis of investment …
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The paper deals with yield curve construction methods using coupon bonds in Czech bond market. Generally, there are more possibilities how to approach this problem: bootstraping, splines, parametric functions. Due to the lack of tradable public bonds and due to the fact that existing bonds do...
Persistent link: https://www.econbiz.de/10005036582
The paper deals with the impact of new information on the fixed income market. We expect this to be the first study covering such a topic in Central European markets. We prepared a model of a market reaction and found out that the market is not significantly driven by new macroeconomic figures....
Persistent link: https://www.econbiz.de/10005036606
stochastic and dynamic characteristics. Simulation and management methods were developed to cope with such complexity. Simulation … simulation can serve as a tool for implementation of specific management methods, and at the same time, simulation and …
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demonstrate the impact of the above mentioned factors are based on the Monte Carlo simulation methodology. Each demonstration uses …
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Kooperativní chování je nezbytnou podmínkou pro existenci moderních komplexních společenství a ekonomik, jak je známe dnes. Z pohledu společenských věd je proto zajímavé porozumnět, jak takové chování může převažovat i v situacích, kdy jednoduchá úvaha vede k opačnému...
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