Author/Creator: Rutkowski, Marek - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Rutkowski, Marek

1. ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES. (2nd November 2012)

Authors:: Li, Libo; Rutkowski, Marek
Journal:: Mathematical finance
Issue:: Volume 24:Number 4(2014:Oct.)
Page Start:: 728
Record Type:: Journal Article
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2. Assessing the Basel II internal ratings-based approach: Empirical evidence from Australia. Issue 2 (9th May 2016)

Authors:: Tarca, Silvio; Rutkowski, Marek
Journal:: Journal of financial regulation and compliance
Issue:: Volume 24:Issue 2(2016)
Page Start:: 106
Record Type:: Journal Article
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3. Fair bilateral pricing under funding costs and exogenous collateralization. (18th April 2017)

Authors:: Nie, Tianyang; Rutkowski, Marek
Journal:: Mathematical finance
Issue:: Volume 28:Number 2(2018)
Page Start:: 621
Record Type:: Journal Article
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4. Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates. Issue 7 (27th May 2016)

Authors:: Ahlip, Rehez; Rutkowski, Marek
Journal:: European journal of finance
Issue:: Volume 22:Issue 7(2016)
Page Start:: 551
Record Type:: Journal Article
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