Access Statistics for Marcin Dec
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Extracting Risk Free Interest Rate Expectations in a Less Liquid Government Bond Markets | 1 | 16 | 16 | 16 | 6 | 12 | 12 | 12 |
| From point through density valuation to individual risk assessment in the discounted cash flows method | 0 | 0 | 0 | 11 | 2 | 3 | 10 | 34 |
| Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives | 0 | 0 | 0 | 34 | 0 | 1 | 12 | 459 |
| On the trade-offs in money market benchmarks' stabilisation | 0 | 0 | 0 | 6 | 0 | 4 | 10 | 47 |
| Parsimonious yield curve modeling in less liquid markets | 0 | 0 | 7 | 21 | 2 | 12 | 32 | 62 |
| Welfare measurements with heterogeneous agents | 0 | 0 | 0 | 7 | 0 | 0 | 6 | 32 |
| When 3% Means Nothing: Calibrating Escalation Limits to a Bank’s Own Forecasting Error Distribution | 6 | 6 | 6 | 6 | 2 | 2 | 2 | 2 |
| Total Working Papers | 7 | 22 | 29 | 101 | 12 | 34 | 84 | 648 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Markovian and multi-curve friendly parametrisation of a HJM model used in valuation adjustment of interest rate derivatives | 0 | 0 | 1 | 6 | 4 | 37 | 52 | 82 |
| Total Journal Articles | 0 | 0 | 1 | 6 | 4 | 37 | 52 | 82 |
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