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derivations
Person
Class
Person
Publication
Programmes
prof. RNDr. Jiří Witzany Ph.D.
External academic staff at Faculty of Mathematics and Physics
3 publications
4 classes
Publications
publication
Interest Rate Swap Credit Valuation Adjustment
2015 |
Faculty of Mathematics and Physics
publication
Wrong-way Risk - Correlation Coefficient Calibration
2015 |
Faculty of Mathematics and Physics
publication
Interest Rate Risk of Savings Accounts
Publication without faculty affiliation
Classes
class
Financial Derivatives 1
+1
NMFM531 |
Faculty of Mathematics and Physics
class
Financial Derivatives 2
+1
NMFM532 |
Faculty of Mathematics and Physics
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