Credit Risk Optimization by the use of Monte Carlo Simulation

被引：0

作者：

Misankova, M. ^{[1
]}

Kral, P. ^{[1
]}

机构：

[1] Univ Zilina, Univ 1, Zilina 01026, Slovakia

来源：

TRANSPORT MEANS 2015, PTS I AND II | 2015年

关键词：

credit risk; Monte Carlo simulation; transport companies;

D O I：

暂无

中图分类号：

U [交通运输];

学科分类号：

08 ; 0823 ;

摘要：

Attitude to the risk and mostly the aversion to the risk is an individual characteristic of each investor. There are multiple ways and mathematical models to optimize the credit risk. Based on several theories and applications in the field of financial mathematics, the portfolio selection and it's evaluation is the main objective of the article. So the article is dedicated to the use of Monte Carlo simulation for optimization of credit risk. This simulation is made on the portfolio which consists from shares of transport companies in Slovak republic.

引用

页码：43 / +

页数：2

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