//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Prague economic papers : a bimonthly journal of economic theory and policy"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimating LGD correlation
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Czech Republic
2
Tschechien
2
Bank
1
Bank lending
1
Capital income
1
Correlation
1
Credit risk
1
Derivat
1
Derivative
1
Estimation
1
IFRS
1
IFRS 9
1
Kapitaleinkommen
1
Korrelation
1
Kreditgeschäft
1
Kreditrisiko
1
MCMC
1
Monte Carlo
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Risikomaß
1
Risk measure
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
Value at Risk
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
banks
1
expected credit loss
1
jump-diffusion
1
loan loss allowances
1
private investors
1
stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Case study
1
Fallstudie
1
Language
All
English
3
Author
All
Witzany, Jiří
3
Pastiranová, Oľga
1
Published in...
All
Prague economic papers : a bimonthly journal of economic theory and policy
IES Working Paper
10
IES working paper
10
European Financial and Accounting Journal
7
FFA Working Papers : FFA working paper
7
Working Papers IES
6
European financial and accounting journal : EFAJ
4
Finance a úvěr
4
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
2
International journal of financial markets and derivatives
2
Prague Economic Papers
2
Regulation of Finance and Accounting : 21st and 22nd Virtual Annual Conference on Finance and Accounting (ACFA2020-21), Prague, Czech Republic
2
Bulletin of the Czech Econometric Society
1
Discussion paper series : discussion paper
1
Journal of International Financial Management & Accounting
1
Journal of international financial management & accounting
1
Operational research : an international journal
1
Politická ekonomie
1
Politická ekonomie : teorie, modelování, aplikace
1
Prague economic papers : quarterly journal of economic theory and policy
1
Risks
1
Risks : open access journal
1
Springer texts in business and economics
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of convexity related interest rate derivatives
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
18
(
2009
)
4
,
pp. 309-326
Persistent link: https://www.econbiz.de/10003991268
Saved in:
2
Estimating correlated jumps and stochastic volatilities
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
22
(
2013
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10010226453
Saved in:
3
Impact of implementation of IFRS 9 on Czech banking sector
Pastiranová, Oľga
;
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
30
(
2021
)
4
,
pp. 449-469
Persistent link: https://www.econbiz.de/10013168360
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->