{"id":87,"date":"2017-12-10T22:49:41","date_gmt":"2017-12-10T22:49:41","guid":{"rendered":"http:\/\/knfo.mimuw.edu.pl\/?p=87"},"modified":"2018-10-20T18:08:09","modified_gmt":"2018-10-20T18:08:09","slug":"spotkanie-proces-poissona-wyznaczanie-vara-portfela-akcji","status":"publish","type":"post","link":"https:\/\/knfo.mimuw.edu.pl\/index.php\/2017\/12\/10\/spotkanie-proces-poissona-wyznaczanie-vara-portfela-akcji\/","title":{"rendered":"Proces Poissona, wyznaczanie VaRa portfela akcji"},"content":{"rendered":"<p>Na spotkaniu w dniu 07.12.2017 zosta\u0142a zdefiniowana klasa proces\u00f3w Levy&#8217;ego. Jednym z najwa\u017cniejszych przyk\u0142ad\u00f3w przytoczonej klasy proces\u00f3w jest proces Poissona, w przypadku kt\u00f3rego zosta\u0142y om\u00f3wione podstawowe w\u0142asno\u015bci oraz zastosowania w finansach. Co wi\u0119cej, zosta\u0142 r\u00f3wnie\u017c zproponowany projekt dotycz\u0105cy kalkulacji VaRa dla portfela akcji na podstawie danych historycznych. Wi\u0119cej informacji mo\u017cna znale\u017a\u0107 w pliku &#8211; <a href=\"http:\/\/knfo.mimuw.edu.pl\/wp-content\/uploads\/2018\/10\/Abstracts_of_talks.pdf\">Opis spotka\u0144<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Na spotkaniu w dniu 07.12.2017 zosta\u0142a zdefiniowana klasa proces\u00f3w Levy&#8217;ego. Jednym z najwa\u017cniejszych przyk\u0142ad\u00f3w przytoczonej klasy proces\u00f3w jest proces Poissona, w przypadku kt\u00f3rego zosta\u0142y om\u00f3wione podstawowe w\u0142asno\u015bci oraz zastosowania w &#8230;<\/p>\n","protected":false},"author":1,"featured_media":1497,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[21],"tags":[],"class_list":["post-87","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-prelekcja"],"_links":{"self":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/87","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/comments?post=87"}],"version-history":[{"count":3,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/87\/revisions"}],"predecessor-version":[{"id":1528,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/87\/revisions\/1528"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/media\/1497"}],"wp:attachment":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/media?parent=87"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/categories?post=87"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/tags?post=87"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}