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 0 23
Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives 0 0 2 31 0 0 11 439
On the trade-offs in money market benchmarks' stabilisation 0 0 0 6 0 0 0 36
Parsimonious yield curve modeling in less liquid markets 0 0 2 8 0 0 5 16
Welfare measurements with heterogeneous agents 0 0 0 4 0 0 3 19
Total Working Papers 0 0 4 60 0 0 19 533


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 2 0 0 4 20
Total Journal Articles 0 0 1 2 0 0 4 20


Statistics updated 2023-06-05