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Jiří Witzany

Jiří Witzany

University of Economics Prague - Prague / Czech Republic
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1605034
University of Economics, Prague
person_outline Jiří Witzany's MOST POPULAR ARTICLES
1-) Credit risk management Credit Risk Management: Pricing, Measurement, and Modeling, 5-18, 2017
2-) Credit risk management and modeling Oeconomica, 2010
3-) Survival analysis in LGD modeling European Financial and Accounting Journal 7 (1), 6-27, 2012
4-) A two-factor model for PD and LGD correlation Available at SSRN 1476305, 2011
5-) Estimating correlated jumps and stochastic volatilities IES Working Paper, 2011