PhDr. Petr Gapko Ph.D. - Publications

Articles in journals with impact factor

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 - market reform vs. long term contracts, Energy policy

2012 Modeling a distribution of mortgage credit losses, Ekonomický časopis

Articles in refereed journals

2010 Pricing of Traded Warrants, 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

Article in collection

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

2009 Modeling mortgage loss distributions, Financni rizeni podniku a financnich instituci, conferrence proceedings

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