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 1 2 25
Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives 0 0 1 34 0 2 4 449
On the trade-offs in money market benchmarks' stabilisation 0 0 0 6 0 1 2 38
Parsimonious yield curve modeling in less liquid markets 0 0 3 17 1 3 13 36
Welfare measurements with heterogeneous agents 0 0 1 7 0 0 2 26
Total Working Papers 0 0 5 75 1 7 23 574


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 1 1 6 0 3 4 33
Total Journal Articles 0 1 1 6 0 3 4 33


Statistics updated 2025-10-06