Publications
- A Nonparametric Model for Analysis of the EURO Bond Market2003 | Faculty of Mathematics and Physics
- Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study2001 | Faculty of Mathematics and Physics
- On estimating the yield and volatility curves1997 | Faculty of Mathematics and Physics
- Sensitivity of bond portfolio´s behaviour with respect to random movements in yield curvePublication without faculty affiliation
- A nonparametric model for analysis of the EURO yield curvePublication without faculty affiliation
- SDDP for multistage stochastic programs: preprocessing via scenario reduction2017 | Faculty of Mathematics and Physics
- Structure of risk-averse multistage stochastic programs2015 | Faculty of Mathematics and Physics
- STRESS TESTING FOR RISK-AVERSE STOCHASTIC PROGRAMS2015 | Faculty of Mathematics and Physics
- A note on effect of errors in input parameters on mean-variance efficient portfolios2015 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
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