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On deficiencies and possible improvements of the Basel II unexpected loss single-factor model
Witzany, Jiří, (2010)
Valuation of convexity related interest rate derivatives
Witzany, Jiří, (2009)
Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process Calculations
Witzany, Jiří, (2022)