Articles in journals with impact factor
2013 Dynamic Model of Losses of a Creditor with a Large Mortgage Portfolio [submitted], The Journal of Credit Risk
2012 Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors, Czech Journal of Economics and Finance - Finance a úvěr
2012 Main drivers of natural gas prices in the Czech Republic - market reform vs. long term contracts, Energy policy
2012 Modeling a distribution of mortgage credit losses, Ekonomický časopis
Articles in refereed journals
2010 Pricing of Traded Warrants, Ekonomická Revue
IES Working Papers
2010 Modeling a Distribution of Mortgage Credit Losses, IES Working Papers 23/2010
IES Occassional Papers
2011 Main drivers of natural gas prices in the Czech Republic: Market reform vs. long-term contracts, IES Occassional Paper 1/2011
Article in collection
2010 Modeling a distribution of mortgage credit losses, Proceedings of the 28th International Conference on Mathematical Methods is Economics 2010
2009 Modeling mortgage loss distributions, Financni rizeni podniku a financnich instituci, conferrence proceedings
