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Credit risk: modeling, valuation and hedging

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Year: 2004
Author: Tomasz R. Bielecki, Marek Rutkowski

Credit risk: modeling, valuation, and hedging

DJVU
English
Year: 2004
Author: Tomasz R. Bielecki, Marek Rutkowski

Structured Dependence between Stochastic Processes

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Year: 2020
Author: Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewȩgłowski

Counterparty risk and funding: a tale of two puzzles

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English
Year: 2014
Author: Bielecki, Tomasz R.; Brigo, Damiano; Crépey, Stéphane

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

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English
Year: 2011
Author: Tomasz R. Bielecki, Damiano Brigo, Federic Patras(auth.)

Stochastic methods in finance: lectures given at the C.I.M.E.-E.M.S. summer school held in Bressanone/Brixen, Italy, July 6-12, 2003

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English
Year: 2004
Author: Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer (auth.)

Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003

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English
Year: 2004
Author: Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer (auth.)

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (Bloomberg Financial)

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English
Year: 2011
Author: Tomasz Bielecki, Damiano Brigo, Frédéric Patras

Paris-Princeton Lectures on Mathematical Finance 2003

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English
Year: 2004
Author: Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong, Jose A. Scheinkman, Rene A. Carmona, Erhan Cinlar, Ivar Ekeland, Elyès Jouini, Nizar Touzi

Paris-Princeton Lectures on Mathematical Finance 2003

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English
Year: 2004
Author: Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, José A. Scheinkman, Wei Xiong (auth.), René A. Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José A. Scheinkman, Nizar Touzi (eds.)