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Jaroslav Baran
Jaroslav Baran
NSPA
在 nspa.nato.int 的电子邮件经过验证
标题
引用次数
引用次数
年份
A comparison of EVT and standard VaR estimations
J Baran, J Witzany
Available at SSRN 1768011, 2011
182011
Analysing cross-currency basis spreads
J Baran, J Witzany
172017
Yield Curve Construction after Crisis
J Baran, J Witzany
Politická ekonomie 62 (1), 67-99, 2014
14*2014
Post-crisis valuation of derivatives
J Baran
Doctoral Thesis. Faculty of Finance and Accounting, University of Economics …, 2016
42016
Volatility Indices and Implied Uncertainty Measures of European Government Bond Futures
J Baran, J Voříšek
European Stability Mechanism Working Papers, 45, 2020
12020
Analýza a porovnání různých modelů pro Value at Risk na nelineárním portfoliu
J Baran
Univerzita Karlova, Matematicko-fyzikální fakulta, 2009
12009
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