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A systematic approach to multi-period stress testing of portfolio credit risk

Journal of banking & finance, 2012-02, Vol.36 (2), p.332-340

2012

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Endogenous leverage and asset pricing in double auctions

Journal of economic dynamics & control, 2015-04, Vol.53, p.144-160

2015

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ON THE RISK-ADJUSTED PRICING-METHODOLOGY-BASED VALUATION OF VANILLA OPTIONS AND EXPLANATION OF THE VOLATILITY SMILE

Journal of Applied Mathematics, 2005, Vol.2005 (3), p.235-258

2005

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Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?

Journal of banking & finance, 2010-04, Vol.34 (4), p.703-712

2010

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Portfolio selection with transaction costs under expected shortfall constraints

Computational management science, 2008-10, Vol.5 (4), p.305-316

2008

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Derivative Pricing Under Model Risk

SSRN Electronic Journal

Jandacka, Martin

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Modeling-based determination of physiological parameters of systemic VOCs by breath gas analysis: a pilot study

Journal of breath research, 2015-05, Vol.9 (3), p.036002-036002

2015

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Modeling of breath methane concentration profiles during exercise on an ergometer

Journal of breath research, 2016-02, Vol.10 (1), p.017105-017105

2016

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Modeling of breath methane concentration profiles during exercise on an ergometerThis paper is dedicated to the memory of our friend, colleague, and mentor Anton Amann, who has always promoted the use of mathematical models for elucidating the exhalation kinetics of volatile organic compounds

Journal of breath research, 2016-02, Vol.10 (1)

2016

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Examination of Bank Failures Requires Systematic and Systemic Stress Tests

SSRN Electronic Journal

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Regulatory Capital for Market and Credit Risk Interaction: Is Current Regulation Always Conservative?

SSRN Electronic Journal

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Temporal Aggregation of GARCH Models: Conditional Kurtosis and Optimal Frequency

SSRN Electronic Journal

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A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk

SSRN Electronic Journal

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Macroeconomic Stress and Worst Case Analysis of Loan Portfolios

SSRN Electronic Journal

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Influence of the Urban Intersection Reconstruction on the Reduction of Road Traffic Noise Pollution

Applied sciences, 2022-09, Vol.12 (17), p.8878

2022

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Chemical composition, morphology, and distribution of particulate matter produced by road pavement abrasion using different types of aggregates and asphalt binder

Cogent engineering, 2021-01, Vol.8 (1)

2021

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Traffic Related Pollutants and Noise Emissions in the Vicinity of Different Types of Urban Crossroads

IOP conference series. Materials Science and Engineering, 2019-11, Vol.661 (1), p.12152

2019

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The Influence of Road Pavement Materials on Surface Texture and Friction

Sustainability, 2023-08, Vol.15 (16), p.12195

2023

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Load On Lower Extremities During Landing After An Offensive Stroke In Volleyball (case Study)

Medicine and science in sports and exercise, 2012-05, Vol.44 (5S), p.575-575

2012

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Enhancing Small Heat Source Performance through Gravitational Loop Heat Pipes

Machines (Basel), 2023-08, Vol.11 (8), p.813

2023

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Non-destructive Diagnostic Methods for Smart Road Infrastructure Evaluation

Intelligent Transport Systems. From Research and Development to the Market Uptake, p.237-246

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Emission Production from the Incineration of Municipal Waste and Coal in Heat Sources for Solid Fuel

Applied Mechanics and Materials, 2016-04, Vol.832 (Engineering for Environment Protection), p.18-22

2016

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The Sonic Surface in the Inter-Blade Channel of the Last Stage Rotor Wheel in the Steam Turbine of Large Output

MATEC Web of Conferences, 2018, Vol.168, p.2006

2018

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Methods of filling the heat pipes

MATEC Web of Conferences, 2018, Vol.168, p.7004

2018

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Transfer of Low-Potential Heat from a Deep Borehole by Means of a Heat Pipe and Heat Pump

Komunikácie : vedecké listy Žilinskej univerzity = Communications : scientific letters of the University of Žilina, 2012, Vol.14 (4A), p.18-22

2012

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A systematic approach to multi-period stress testing of portfolio credit risk

Endogenous leverage and asset pricing in double auctions

ON THE RISK-ADJUSTED PRICING-METHODOLOGY-BASED VALUATION OF VANILLA OPTIONS AND EXPLANATION OF THE VOLATILITY SMILE

Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?

Portfolio selection with transaction costs under expected shortfall constraints

Derivative Pricing Under Model Risk

Modeling-based determination of physiological parameters of systemic VOCs by breath gas analysis: a pilot study

Modeling of breath methane concentration profiles during exercise on an ergometer

Modeling of breath methane concentration profiles during exercise on an ergometerThis paper is dedicated to the memory of our friend, colleague, and mentor Anton Amann, who has always promoted the use of mathematical models for elucidating the exhalation kinetics of volatile organic compounds

Examination of Bank Failures Requires Systematic and Systemic Stress Tests

Regulatory Capital for Market and Credit Risk Interaction: Is Current Regulation Always Conservative?

Temporal Aggregation of GARCH Models: Conditional Kurtosis and Optimal Frequency

A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk

Macroeconomic Stress and Worst Case Analysis of Loan Portfolios

Influence of the Urban Intersection Reconstruction on the Reduction of Road Traffic Noise Pollution

Chemical composition, morphology, and distribution of particulate matter produced by road pavement abrasion using different types of aggregates and asphalt binder

Traffic Related Pollutants and Noise Emissions in the Vicinity of Different Types of Urban Crossroads

The Influence of Road Pavement Materials on Surface Texture and Friction

Load On Lower Extremities During Landing After An Offensive Stroke In Volleyball (case Study)

Enhancing Small Heat Source Performance through Gravitational Loop Heat Pipes

Non-destructive Diagnostic Methods for Smart Road Infrastructure Evaluation

Emission Production from the Incineration of Municipal Waste and Coal in Heat Sources for Solid Fuel

The Sonic Surface in the Inter-Blade Channel of the Last Stage Rotor Wheel in the Steam Turbine of Large Output

Methods of filling the heat pipes

Transfer of Low-Potential Heat from a Deep Borehole by Means of a Heat Pipe and Heat Pump

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