RNDr. Jiří Witzany Ph.D. - Publikace

IES Working Papers

2017 A Bayesian Approach to Backtest Overfitting, IES Working Papers 18/2017

2014 Interest Rate Swap Credit Valuation Adjustment, IES Working Papers 16/2014

2013 A Note on the Vasicek’s Model with the Logistic Distribution, IES Working Papers 1/2013

2013 Estimating Default and Recovery Rate Correlations , IES Working Papers 3/2013

2011 Estimating Correlated Jumps and Stochastic Volatilities , IES Working Papers 35/2011

2010 Survival Analysis in LGD Modeling, IES Working Papers 2/2010

2009 Estimating LGD Correlation, IES Working Papers 21/2009

2009 Loss, Default, and Loss Given Default Modeling, IES Working Papers 9/2009

2008 Valuation of Convexity Related Derivatives, IES Working Papers 4/2008

Prosinec 2017
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ČSOB
Deloitte
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