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 11 11 11 11 5 5 5 5
From point through density valuation to individual risk assessment in the discounted cash flows method 0 0 0 11 1 6 8 32
Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives 0 0 0 34 0 6 11 458
On the trade-offs in money market benchmarks' stabilisation 0 0 0 6 3 6 9 46
Parsimonious yield curve modeling in less liquid markets 0 1 7 21 6 16 29 56
Welfare measurements with heterogeneous agents 0 0 0 7 0 5 6 32
Total Working Papers 11 12 18 90 15 44 68 629


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 21 32 36 66
Total Journal Articles 0 0 1 6 21 32 36 66


Statistics updated 2026-03-04