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 11 11 0 2 11 11
Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives 1 2 9 23 3 7 267 384
On the trade-offs in money market benchmarks' stabilisation 0 0 1 6 0 3 14 29
Total Working Papers 1 2 21 40 3 12 292 424


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 0 0 2 3 3 3
Total Journal Articles 0 0 0 0 2 3 3 3


Statistics updated 2020-09-04