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Martin Jandačka · Study

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Martin Jandačka

4 works· latest 2011· 2 institutionscluster: provisionalORCID 0009-0007-0950-3797

h-index4

i104

Citations324

Works here4

05

09

11

Most cited in this library

How to Find Plausible, Severe and Useful Stress Scenarios2009 · 94 citations
A systematic approach to multi-period stress testing of portfolio credit risk2011 · 94 citations
On the risk‐adjusted pricing‐methodology‐based valuationof vanilla options and explanation of the volatility smile2005 · 83 citations
Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?2009 · 53 citations

Works

4 shown

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

Journal of Banking & Finance·2011·3 authors·Open access

94citations

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

Journal of Banking & Finance·2009·4 authors

53citations

How to Find Plausible, Severe and Useful Stress Scenarios

Repository of the University of Ljubljana (University of Ljubljana)·2009·4 authors·Open access

94citations

On the risk‐adjusted pricing‐methodology‐based valuationof vanilla options and explanation of the volatility smile

Journal of Applied Mathematics·2005·2 authors·Open access

83citations