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Credit risk: modeling, valuation and hedging
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  • English
  • Year: 2004
  • Author: Tomasz R. Bielecki, Marek Rutkowski
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.)
Paris-Princeton Lectures on Mathematical Finance 2003
  • PDF
  • 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.)
Paris-Princeton Lectures on Mathematical Finance 2003
  • DJVU
  • 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.)
Structured Dependence between Stochastic Processes
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  • English
  • 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.)
Inspired by Finance: The Musiela Festschrift
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  • English
  • Year: 2014
  • Author: Rehez Ahlip, Marek Rutkowski (auth.), Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou (eds.)
Credit Risk
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  • English
  • Year: 2017
  • Author: Marek Capiński, Tomasz Zastawniak
Probability through problems
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  • English
  • Year: 2003
  • Author: Capiński, Marek; Zastawniak, Tomasz
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