//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"rutkowski, marek"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
21
Theory
21
Credit risk
9
Kreditrisiko
9
Option pricing theory
9
Optionspreistheorie
9
Yield curve
7
Zinsstruktur
7
Hedging
6
Derivat
5
Derivative
5
Volatility
5
Volatilität
5
Collateral
4
Interest rate derivative
4
Kreditsicherung
4
Preismanagement
4
Pricing strategy
4
Stochastic process
4
Stochastischer Prozess
4
Swap
4
Zinsderivat
4
Currency derivative
3
Risikomaß
3
Risk measure
3
Währungsderivat
3
Zero-Bond
3
Zero-coupon bond
3
BSDE
2
Basel Accord
2
Basler Akkord
2
CAPM
2
Credit derivative
2
Euromarkets
2
Euromarkt
2
Funding costs
2
Heston's model
2
Kreditderivat
2
Markov chain
2
Markov-Kette
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
29
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Einführung
1
Forschungsbericht
1
Graue Literatur
1
Non-commercial literature
1
Systematic review
1
research-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
29
Author
All
Rutkowski, Marek
29
Bielecki, Tomasz R.
4
Ahlip, Rehez
3
Jeanblanc, Monique
3
Nie, Tianyang
3
Tarca, Silvio
2
Armstrong, Anthony
1
Baldeaux, Jan
1
Bogacki, Sylwester
1
Brigo, Damiano
1
Buescu, C.
1
Crépey, Stéphane
1
Durand, Cyril
1
Guo, Ivan
1
Li, Libo
1
Musiela, Marek
1
Roper, Michael
1
Sikora, Janusz W.
1
Smutek, Tomasz
1
Woźniak, Dariusz
1
Yousiph, Khan
1
Yu, Nannan
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
9
Applied mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
4
European research studies
1
Journal of financial regulation and compliance : an international journal
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Paris Princeton lectures on mathematical finance
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Use of autoencoder and one-hot encoding for customer segmentation
Smutek, Tomasz
;
Sikora, Janusz W.
;
Bogacki, Sylwester
; …
- In:
European research studies
27
(
2024
),
pp. 72-82
Persistent link: https://www.econbiz.de/10014543578
Saved in:
2
Fair bilateral pricing under funding costs and exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 621-655
Persistent link: https://www.econbiz.de/10011969093
Saved in:
3
Arbitrage-free pricing of multi-person game claims in discrete time
Guo, Ivan
;
Rutkowski, Marek
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 111-155
Persistent link: https://www.econbiz.de/10011944066
Saved in:
4
Funding, repo and credit inclusive valuation as modified option pricing
Brigo, Damiano
;
Buescu, C.
;
Rutkowski, Marek
- In:
Operations research letters
45
(
2017
)
6
,
pp. 665-670
Persistent link: https://www.econbiz.de/10011783094
Saved in:
5
Assessing the Basel II internal ratings-based approach : empirical evidence from Australia
Tarca, Silvio
;
Rutkowski, Marek
- In:
Journal of financial regulation and compliance : an …
24
(
2016
)
2
,
pp. 106-139
Persistent link: https://www.econbiz.de/10011563824
Saved in:
6
A BSDE approach to fair bilateral pricing under endogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 855-900
Persistent link: https://www.econbiz.de/10011569868
Saved in:
7
Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 551-571
Persistent link: https://www.econbiz.de/10011619055
Saved in:
8
Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model
Ahlip, Rehez
;
Rutkowski, Marek
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010505183
Saved in:
9
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
10
Fair bilateral prices in Bergman’s model with exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404379
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->