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Petr Gapko

  1. Gapko Petr, Šmíd Martin :  Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.66, 6 (2016), p. 565-574 [2016] Download
  2. Gapko Petr, Šmíd Martin :  Modeling a Distribution of Mortgage Credit Losses , Ekonomický časopis vol.60, 10 (2012), p. 1005-1023 [2012] Download
  3. Gapko Petr, Šmíd Martin :  Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 125-140 [2012] Download
  4. Gapko Petr, Šmíd Martin :  Modeling a Distribution of Mortgage Credit Losses , IES Working Papers vol.23, 23 (2010), p. 1-23 [2010] Download

  1. Šmíd Martin, Gapko Petr :  Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio , Proceedings of the 47th European Working Group on Financial Modelling, p. 1-10, 47th EWGFM meeting, (Praha, CZ, 28.10.2010-30.10.2010) [2010] Download
  2. Gapko Petr, Šmíd Martin :  Modeling a distribution of mortgage credit losses , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 150-155 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
2019-01-07 08:39
Institute of Information Theory and Automation