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prof Grażyna Trzpiot
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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:
Analysis of tail-dependence structure in global financial markets. Extreme value theory approach
Risk Analysis on POLPX and EEX
The impact of longevity risk
Application weighted VaR in capital allocation
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