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101
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
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102
Constructing random times with given survival processes and applications to valuation of credit derivatives
Gapeev, Pavel V.
;
Jeanblanc, Monique
;
Li, Libo
; …
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 255-280)
.
2010
Persistent link: https://www.econbiz.de/10008749243
Saved in:
103
Relacje nowych krajów Unii Eruopejskiej z Federacją Rosyjską (w basenie morza bałtyckiego)
Rutkowski, Marek
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10008654056
Saved in:
104
Valuation of credit default swaptions and credit default index swaptions
Rutkowski, Marek
;
Armstrong, Anthony
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1027-1053
Persistent link: https://www.econbiz.de/10003928782
Saved in:
105
Relacje nowych krajów Unii Europejskiej z Federacją Rosyjską (w aspekcie infrastrukturalnym: transport, energetyka, ekologia)
Rutkowski, Marek
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10008908119
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106
Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
Saved in:
107
Relacje nowych krajów Unii Europejskiej z Federacja̜ Rosyjska̜ : (w aspekcie politycznym, ekonomicznym, kulturowym i społecznym)
Rutkowski, Marek
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10009355919
Saved in:
108
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
Saved in:
109
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.
;
Rutkowski, Marek
-
2002
Persistent link: https://www.econbiz.de/10001621020
Saved in:
110
An extension of the Brody-Hughston-Macrina approach to modeling of defaultable bonds
Rutkowski, Marek
;
Yu, Nannan
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 557-589
Persistent link: https://www.econbiz.de/10003463472
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