Filtrování

    2009

    1. Definition of Default and Quality of Scoring Functions
      WITZANY, Jiří. Definition of Default and Quality of Scoring Functions. 2009. Discussion Paper Series 2009–207.
      Podrobněji: https://is.ambis.cz/publication/460130/cs
    2. Estimating LGD Correlation
      WITZANY, Jiří. Estimating LGD Correlation. 2009, 15 s. IES Working Paper [online], č. 21.
      Podrobněji: https://is.ambis.cz/publication/460132/cs
    3. Loss, Default and Loss Given Default Modeling
      WITZANY, Jiří. Loss, Default and Loss Given Default Modeling. 2009, 19 s. IES Working Paper [online], č. 9.
      Podrobněji: https://is.ambis.cz/publication/460145/cs

    2008

    1. Valuation of Convexity Related Derivatives
      WITZANY, Jiří. Valuation of Convexity Related Derivatives. 2008, 23 s. IES Working Paper [online] 4.
      Podrobněji: https://is.ambis.cz/publication/460143/cs
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