4. Mathematics
  5. Probability

Tomasz R. Bielecki

Mathematics – Probability

Scientist

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Counterparty Risk and the Impact of Collateralization in CDS Contracts

Economy – Quantitative Finance – Risk Management
Scientific paper

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Dynamic Coherent Acceptability Indices and their Applications to Finance

Economy – Quantitative Finance – Risk Management
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Intricacies of Dependence between Components of Multivariate Markov Chains: Weak Markov Consistency and Markov Copulae

Mathematics – Probability
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Pricing and trading credit default swaps in a hazard process model

Mathematics – Probability
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