prof Grażyna Trzpiot

e-mail:
fax:
web:
interest(s):

Affiliation:


University of Economics in Katowice

address: Ul. 1 Maja 50, Katowice, 40-287, Poland
phone: +48-32-2577000
fax: +48-32-2577457
web: http://www.ue.katowice.pl

Participant:


First International Conference Quantitative Methods in Economics

began: 2009-06-18
ended: 2009-06-20
Presented:

First International Conference Quantitative Methods in Economics

 Application weighted VaR in capital allocation

Participant:


Current Economic and Social Topics CEST2013

began: 2013-05-23
ended: 2013-05-24
Presented:

Current Economic and Social Topics CEST2013

Analysis of  tail-dependence structure in global financial markets.  Extreme value theory approach

Current Economic and Social Topics CEST2013

Risk Analysis on POLPX and EEX

Participant:


Current Economic and Social Topics 2015

began: 2015-12-16
ended: 2015-12-18
Presented:

Current Economic and Social Topics 2015

The impact of longevity risk 

Publications:


  1. Analysis of  tail-dependence structure in global financial markets.  Extreme value theory approach
  2. Risk Analysis on POLPX and EEX
  3. The impact of longevity risk 
  4.  Application weighted VaR in capital allocation



Google
 
Web science24.com
© 1998-2017 pielaszek research, all rights reserved Powered by the Conference Engine