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Loss given default
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PhDr. Petr Gapko Ph.D.
External academic staff at Faculty of Social Sciences
5 publications
Publications
publication
Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors
2012 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Main drivers of natural gas prices in the Czech Republic after the market liberalisation
2013 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Modeling a Distribution of Mortgage Credit Losses
2012 |
Faculty of Social Sciences
publication
Pricing of Traded Warrants with NIG model
2010 |
Publication without faculty affiliation
publication
Modeling mortgage loss distribution
2009 |
Faculty of Social Sciences
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