RNDr. Martin Šmíd 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 Modeling a distribution of mortgage credit losses, Ekonomický časopis

IES Working Papers

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

Články ve sborníku

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

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF