PhDr. Petr Gapko Ph.D. - Publikace

Články v impaktovaných časopisech

2013 Dynamic Model of Losses of a Creditor with a Large Mortgage Portfolio [submitted], The Journal of Credit Risk

2012 Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors, Czech Journal of Economics and Finance - Finance a úvěr

2012 Main drivers of natural gas prices in the Czech Republic after the market liberalisation, Energy policy

2012 Modeling a distribution of mortgage credit losses, Ekonomický časopis

Články v recenzovaných časopisech

2010 Oceňování obchodovaných warrantů, Ekonomická Revue

IES Working Papers

2010 Modeling a Distribution of Mortgage Credit Losses, IES Working Papers 23/2010

IES Occassional Papers

2011 Main drivers of natural gas prices in the Czech Republic: Market reform vs. long-term contracts, IES Occassional Paper 1/2011

Články ve sborníku

2010 Modeling a distribution of mortgage credit losses, Proceedings of the 28th International Conference on Mathematical Methods is Economics 2010

2009 Modelování distribuce hypotečních ztrát, Financni rizeni podniku a financnich instituci, conferrence proceedings

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF