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Portfolio selection
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Rutkowski, Marek
4
Jeanblanc, Monique
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Bielecki, Tomasz R.
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Musiela, Marek
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Tarca, Silvio
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Credit derivatives : the definitive guide
1
International journal of theoretical and applied finance
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Paris Princeton lectures on mathematical finance
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ECONIS (ZBW)
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Hedging of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Paris Princeton lectures on mathematical finance
2
(
2003
),
pp. 1-132
Persistent link: https://www.econbiz.de/10009357101
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2
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
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3
Modelling and hedging of default risk
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Credit derivatives : the definitive guide
,
(pp. 385-416)
.
2004
Persistent link: https://www.econbiz.de/10002799023
Saved in:
4
Martingale methods in financial modelling
Musiela, Marek
;
Rutkowski, Marek
-
2005
-
2. ed
Persistent link: https://www.econbiz.de/10001928235
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