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 0 0 0 0 0 0
From point through density valuation to individual risk assessment in the discounted cash flows method 0 0 0 11 3 5 7 31
Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives 0 0 0 34 4 7 11 458
On the trade-offs in money market benchmarks' stabilisation 0 0 0 6 2 5 6 43
Parsimonious yield curve modeling in less liquid markets 0 4 7 21 6 14 24 50
Welfare measurements with heterogeneous agents 0 0 0 7 3 6 6 32
Total Working Papers 0 4 7 79 18 37 54 614


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 11 12 15 45
Total Journal Articles 0 0 1 6 11 12 15 45


Statistics updated 2026-02-12