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AR(1)-process
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RNDr. Jakub Černý Ph.D.
External academic staff at Faculty of Mathematics and Physics
5 publications
Publications
publication
Wrong-way Risk - Correlation Coefficient Calibration
2015 |
Faculty of Mathematics and Physics
publication
Interest Rate Swap Credit Valuation Adjustment
2015 |
Faculty of Mathematics and Physics
publication
Calibration of Interest Rates
2012 |
Faculty of Mathematics and Physics
publication
Modelování úrokových sazeb
2011 |
Faculty of Mathematics and Physics
publication
Counterparty credit risk and interest rate derivatives pricing
Publication without faculty affiliation
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