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Martingale methods in financial modelling
Musiela, Marek; Rutkowski, Marek - 2005 - 2. ed
Persistent link: https://www.econbiz.de/10001928235
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Modelling and hedging of default risk
Jeanblanc, Monique; Rutkowski, Marek - In: Credit derivatives : the definitive guide, (pp. 385-416). 2004
Persistent link: https://www.econbiz.de/10002799023
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Equity protection swaps : investment insurance for superannuation accounts
Xu, Huansang; Liu, Ruyi; Rutkowski, Marek - In: Quantitative finance 24 (2024) 12, pp. 1773-1797
Persistent link: https://www.econbiz.de/10015196970
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Regulatory capital modeling for credit risk
Rutkowski, Marek; Tarca, Silvio - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-44
Persistent link: https://www.econbiz.de/10011403880