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My journey through finance and stochastics
Musiela, Marek - In: Finance and stochastics 26 (2022) 1, pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
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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
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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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Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.; Rutkowski, Marek - 2002
Persistent link: https://www.econbiz.de/10001621020