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Rutkowski, Marek
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
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Finance and stochastics
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Risk : managing risk in the world's financial markets
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1
Multiple Ratings Model of Defaultable Tenn Structure
Bielecki, Tomasz R.
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008217836
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2
PAPERS - Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29
Persistent link: https://www.econbiz.de/10008218057
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3
ARTICLES - Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
9
(
1999
)
4
,
pp. 361-386
Persistent link: https://www.econbiz.de/10008218177
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4
A note on the Flesaker-Hughston model of the term structure of interest rates
Rutkowski, Marek
- In:
Applied mathematical finance
4
(
1997
)
3
,
pp. 151-164
Persistent link: https://www.econbiz.de/10008219565
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5
The Early Exercise Premium Representation of Foreign Market American Options
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 313-326
Persistent link: https://www.econbiz.de/10008223916
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6
Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
AHLIP, REHEZ
;
RUTKOWSKI, MAREK
- In:
Quantitative finance
13
(
2013
)
6
,
pp. 955-966
Persistent link: https://www.econbiz.de/10010134653
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DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10008103933
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8
Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 541-573
Persistent link: https://www.econbiz.de/10009262458
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9
Static Replication of Forward-Start Claims and Realized Variance Swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
2
,
pp. 99-132
Persistent link: https://www.econbiz.de/10008418936
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10
TERM STRUCTURE OF CREDIT - HJM WITH MULTIPLIES
Bielecki, Tomasz
;
Rutkowski, Marek
- In:
Risk : managing risk in the world's financial markets
13
(
2000
)
4
,
pp. 95-98
Persistent link: https://www.econbiz.de/10007050994
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