Petr Gapko

Journal articles

1. 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
2. Gapko Petr, Šmíd Martin :  Modeling a Distribution of Mortgage Credit Losses , IES Working Papers vol.23, 23 (2010), p. 1-23 (2010) Download

Other publications

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, 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 , 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