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Witzany, Jiri


 SSRN Author Rank: 6,477 by Downloads
 

University of Economics in Prague


 Winston Churchilla Sq. 4
 Prague 3, 130 67
 Czech Republic
 email address

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. Witzany, Jiri's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,250
Total
Citations
11
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Witzany, Jiri
University of Economics in Prague
Posted:
22 Sep 09
Last Revised:
07 Mar 11
671
(22,327)
 

2.  
Interest Rate Swap Credit Valuation Adjustment | Show Abstract | Download This Paper |
IES Working Paper: 16/2014
Number of Pages in PDF File: 20
Cerny, Jakub
Charles University in Prague - Faculty of Mathematics and Physics
Witzany, Jiri
University of Economics in Prague
Posted:
30 Jul 13
Last Revised:
06 Jun 14
580
(27,362)
 

3.  
Unexpected Recovery Risk and LGD Discount Rate Determination | Show Abstract | Download This Paper |
22nd Australasian Finance and Banking Conference 2009
Number of Pages in PDF File: 19
Witzany, Jiri
University of Economics in Prague
Posted:
23 Jul 09
Last Revised:
06 Aug 09
479
(35,326)
3

4.  
Loss, Default, and Loss Given Default Modeling | Show Abstract | Download This Paper |
IES Working Paper No. 9/2009
Number of Pages in PDF File: 23
Witzany, Jiri
University of Economics in Prague
Posted:
12 Feb 09
Last Revised:
13 Feb 09
461
(37,054)
4

5.  
Witzany, Jiri
University of Economics in Prague
Posted:
29 Sep 08
Last Revised:
12 Feb 10
414
(42,403)
1

6.  
Baran, Jaroslav
University of Economics, Prague
Witzany, Jiri
University of Economics in Prague
Posted:
23 Feb 11
Last Revised:
07 Mar 11
300
(62,274)
 

7.  
Witzany, Jiri
University of Economics in Prague
Posted:
27 May 09
Last Revised:
06 Aug 09
282
(66,716)
1

8.  
Witzany, Jiri
University of Economics in Prague
Rychnovsky, Michal
University of Economics, Prague
Charamza, Pavel
University of Economics, Prague
Posted:
23 Mar 10
262
(72,175)
1

9.  
Valuation of Convexity Related Derivatives | Show Abstract | Download This Paper |
IES Working Paper No. 4/2008
Number of Pages in PDF File: 27
Witzany, Jiri
University of Economics in Prague
Posted:
14 May 08
Last Revised:
12 Feb 09
251
(75,634)
 

10.  
Witzany, Jiri
University of Economics in Prague
Posted:
05 Sep 09
196
(97,548)
 

11.  
Witzany, Jiri
University of Economics in Prague
Posted:
29 Sep 08
Last Revised:
01 Apr 13
84
(190,639)
 

12.  
Estimating Correlated Jumps and Stochastic Volatilities | Show Abstract | Download This Paper |
IES Working Paper No. 35/2011
Number of Pages in PDF File: 36
Witzany, Jiri
University of Economics in Prague
Posted:
19 Aug 11
Last Revised:
18 Nov 11
78
(199,456)
1

13.  
Witzany, Jiri
University of Economics in Prague
Posted:
20 Aug 12
76
(202,513)
 

14.  
Estimating Default and Recovery Rate Correlations | Show Abstract | Download This Paper |
Institute of Economic Studies (IES), Faculty of Social Sciences, Charles University in Prague, Working Paper 03/2013
Number of Pages in PDF File: 28
Witzany, Jiri
University of Economics in Prague
Posted:
04 Apr 13
Last Revised:
24 May 13
53
(244,727)
 

15.  
Privara, Samuel
University of Economics, Prague
Kolman, Marek
University of Economics, Prague
Witzany, Jiri
University of Economics in Prague
Posted:
23 Oct 13
31
(301,534)
 

16.  
Fičura, Milan
University of Economics, Prague - Faculty of Finance and Accounting
Witzany, Jiri
University of Economics in Prague
Posted:
20 Jan 15
28
(315,507)
 

17.  
Witzany, Jiri
University of Economics in Prague
Posted:
01 Sep 14
Last Revised:
11 Dec 14
4
(414,550)
 


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