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
From point through density valuation to individual risk assessment in the discounted cash flows method 0 0 0 11 0 0 1 24
Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives 0 0 2 34 0 0 3 447
On the trade-offs in money market benchmarks' stabilisation 0 0 0 6 0 0 1 37
Parsimonious yield curve modeling in less liquid markets 0 0 2 14 1 3 7 27
Welfare measurements with heterogeneous agents 0 0 1 7 0 0 2 26
Total Working Papers 0 0 5 72 1 3 14 561


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 5 0 0 5 30
Total Journal Articles 0 0 1 5 0 0 5 30


Statistics updated 2025-03-03