Concepedia

Martin Jandačka

MJ

5

Publications

241

Citations

5

H-Index

2005

Active since

Affiliations

Vorarlberg University of Applied Sciences(Current)

University of Vienna

Universität Innsbruck

University of Applied Sciences Technikum Wien

National Bank of Austria

Martin Jandačka is an author at Vorarlberg University of Applied Sciences specializing in finance, engineering, and financial risk management.

Top concepts

FinanceBusinessManagementEngineeringFinancial CrisisCapital StructureFinancial EconomicsFinancial Risk ManagementMedicineEconomics

Publications per year

2005–2016

5

Publications

5

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

Martin Jandačka, Daniel Ševčovič · Journal of Applied Mathematics · 2005 · 81 citations · Full text

Volatility Modeling, Option Pricing, Black-scholes Model +15

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

Thomas Breuer, Martin Jandačka, Javier Juste Mencía et al. · SSRN Electronic Journal · 2010 · 59 citations · Full text

Engineering, Financial Risk Management, Multi-period Stress Testing +13

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

Thomas Breuer, Martin Jandačka, Klaus Rheinberger et al. · Journal of Banking & Finance · 2009 · 53 citations

Economics, Financial Economics, Financial Risk Management +13

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

Karl Unterkofler, Julian King, Paweł Mochalski et al. · Journal of Breath Research · 2015 · 30 citations · Full text

Systemic Vocs, Compartment Model, Gas Exchange Process +17

Modeling of breath methane concentration profiles during exercise on an ergometer

Anna Szabó, Karl Unterkofler, Paweł Mochalski et al. · Journal of Breath Research · 2016 · 18 citations · Full text

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