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Doing well while doing good : the elusive quest for green bond returns
Jabłecki, Juliusz - In: The journal of impact and ESG investing 3 (2023) 3, pp. 45-60
Persistent link: https://www.econbiz.de/10014233017
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Bermudan swaption model risk analysis : a local volatility approach
Jabłecki, Juliusz - In: The journal of computational finance 22 (2018) 2, pp. 101-131
Persistent link: https://www.econbiz.de/10011976669
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Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
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Low-volatility equity strategies and interest rates : a bittersweet perspective
Jabłecki, Juliusz - In: The journal of beta investment strategies 16 (2025) 1, pp. 82-100
Persistent link: https://www.econbiz.de/10015327273
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Swap rate à la stock : Bermudan swaptions made easy
Gatarek, Dariusz; Jabłecki, Juliusz - In: Options - 45 years since the publication of the …, (pp. 393-412). 2023
Persistent link: https://www.econbiz.de/10014366688
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Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz; Jabłecki, Juliusz - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
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A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz; Jabłecki, Juliusz - In: The journal of computational finance 21 (2017/2018) 5, pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
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Hayek's return to the roots?
Machaj, Mateusz - In: Argumenta oeconomica (2015) 2, pp. 49-65
Persistent link: https://www.econbiz.de/10011513948
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Can the Taylor rule be a good guidance for policy? : the case of 2001-2008 real estate bubble
Machaj, Mateusz - In: Prague economic papers : a bimonthly journal of … 25 (2016) 4, pp. 381-395
Persistent link: https://www.econbiz.de/10011535521
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Monetary policy and inflation : quantity theory of money
Machaj, Mateusz - 2024
Persistent link: https://www.econbiz.de/10014493530