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 | 0 | 0 | 16 | 16 | 0 | 0 | 12 | 12 |
| From point through density valuation to individual risk assessment in the discounted cash flows method | 0 | 0 | 0 | 11 | 0 | 0 | 9 | 34 |
| Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives | 0 | 0 | 0 | 34 | 0 | 0 | 11 | 459 |
| On the trade-offs in money market benchmarks' stabilisation | 0 | 0 | 0 | 6 | 0 | 0 | 9 | 47 |
| Parsimonious yield curve modeling in less liquid markets | 0 | 0 | 4 | 21 | 0 | 2 | 30 | 64 |
| Welfare measurements with heterogeneous agents | 0 | 0 | 0 | 7 | 0 | 1 | 7 | 33 |
| When 3% means nothing: Calibrating escalation limits to a bank’s own forecasting error distribution | 0 | 4 | 10 | 10 | 0 | 2 | 4 | 4 |
| Total Working Papers | 0 | 4 | 30 | 105 | 0 | 5 | 82 | 653 |
| 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 | 0 | 6 | 0 | 0 | 51 | 82 |
| Total Journal Articles | 0 | 0 | 0 | 6 | 0 | 0 | 51 | 82 |
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