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Witzany, Jiri's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,947 |
Total
Citations
10 |
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1.
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Witzany, Jiri
University of Economics
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22 Sep 09
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Last Revised:
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07 Mar 11
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488
(26,302)
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credit risk, recovery rate, loss given default, correlation, regulatory capital
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2.
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Witzany, Jiri
University of Economics
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12 Feb 09
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Last Revised:
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13 Feb 09
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415
(32,552)
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4
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credit risk, correlation, recovery rate, regulatory capital
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3.
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Witzany, Jiri
University of Economics
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23 Jul 09
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Last Revised:
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06 Aug 09
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414
(32,658)
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3
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credit risk, recovery rate, loss given default, discount rate, regulatory capital
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4.
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Witzany, Jiri
University of Economics
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29 Sep 08
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Last Revised:
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12 Feb 10
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357
(39,275)
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1
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credit risk, correlation, recovery rate, regulatory capital
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5.
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Witzany, Jiri
University of Economics
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27 May 09
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Last Revised:
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06 Aug 09
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266
(55,285)
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1
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credit risk, recovery rate, loss given default, correlation, regulatory capital
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6.
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Witzany, Jiri
University of Economics
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14 May 08
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Last Revised:
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12 Feb 09
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249
(59,488)
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interest rate derivatives, Libor in arrears, constant maturity swap
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7.
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Baran, Jaroslav
University of Economics, Prague Witzany, Jiri
University of Economics
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23 Feb 11
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Last Revised:
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07 Mar 11
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219
(68,150)
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Risk Measures, Value-at-Risk, Extreme Value Theory, GARCH Estimations, Expected Shortfall, Backtesting
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8.
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Witzany, Jiri
University of Economics Rychnovsky, Michal
University of Economics, Prague Charamza, Pavel
University of Economics, Prague
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190
(78,593)
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1
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credit risk, recovery rate, loss given default, correlation, regulatory capital
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9.
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Witzany, Jiri
University of Economics
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157
(93,979)
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credit risk, regulatory capital, default, scoring
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10.
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Witzany, Jiri
University of Economics
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| Posted: |
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29 Sep 08
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Last Revised:
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01 Apr 13
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76
(161,312)
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Equivalent martingale measure, option pricing, stochastic processes
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11.
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Witzany, Jiri
University of Economics
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19 Aug 11
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Last Revised:
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18 Nov 11
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55
(191,823)
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jump-diffusion, stochastic volatility, MCMC, Value at Risk, Monte Carlo
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12.
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Witzany, Jiri
University of Economics
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49
(202,223)
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credit risk, Basel II regulation, default rates
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13.
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Witzany, Jiri
University of Economics
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12
(303,611)
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credit risk, Basel II regulation, default rates, recovery rates, correlation
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