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1

[Springer Finance] Credit Risk: Modeling, Valuation and Hedging ||

Bielecki, Tomasz R., Rutkowski, Marek

Year:

2004

Language:

english

File:

PDF, 45.34 MB

english, 2004

2

Valuation and Hedging of Contracts with Funding Costs and Collateralization

Bielecki, Tomasz R., Rutkowski, Marek

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 555 KB

english, 2015

3

NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS

Bielecki, Tomasz R., Cialenco, Igor, Rodriguez, Rodrigo

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 372 KB

english, 2015

4

Shedding light in the controversial terminology for platelet-rich products: Platelet-rich plasma (PRP), platelet-rich fibrin (PRF), platelet-leukocyte gel (PLG), preparation rich in growth factors (PRGF), classification and commercialism

David M. Dohan Ehrenfest, Tomasz Bielecki, Marco Del Corso, Francesco Inchingolo, Gilberto Sammartino

Journal:

Journal of Biomedical Materials Research Part A

Year:

2010

Language:

english

File:

PDF, 60 KB

english, 2010

5

Risk sensitive asset allocation

Tomasz R. Bielecki, Stanley R. Pliska, Michael Sherris

Journal:

Journal of Economic Dynamics and Control

Year:

2000

Language:

english

File:

PDF, 328 KB

english, 2000

6

The Future of Platelet Concentrates in Sports Medicine: Platelet-Rich Plasma, Platelet-Rich Fibrin, and the Impact of Scaffolds and Cells on the Long-term Delivery of Growth Factors

Matthias A. Zumstein, Tomasz Bielecki, David M. Dohan Ehrenfest

Journal:

Operative Techniques in Sports Medicine

Year:

2011

Language:

english

File:

PDF, 1.13 MB

english, 2011

7

OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND

BIELECKI, TOMASZ R., PLISKA, STANLEY, YONG, JIONGMIN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2005

Language:

english

File:

PDF, 474 KB

english, 2005

8

DSS MANAGER: Turning Business Simulation into a Decision Support System

Tomasz Bielecki, Witold

Journal:

Journal of Management Development

Year:

1993

Language:

english

File:

PDF, 216 KB

english, 1993

9

A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time

Bielecki, Tomasz R., Cialenco, Igor, Pitera, Marcin

Journal:

Mathematics of Operations Research

Year:

2017

Language:

english

File:

PDF, 521 KB

english, 2017

10

A Dynamic Model of Central Counterparty Risk

Bielecki, Tomasz R., Cialenco, Igor, Feng, Shibi

Journal:

International Journal of Theoretical and Applied Finance

Year:

2018

Language:

english

File:

PDF, 846 KB

english, 2018

11

Fair estimation of capital risk allocation

Bielecki, Tomasz R., Cialenco, Igor, Pitera, Marcin, Schmidt, Thorsten

Journal:

Statistics & Risk Modeling

Year:

2020

File:

PDF, 2.16 MB

2020

12

Risk sensitive asset management with transaction costs

Tomasz R. Bielecki, Stanley R. Pliska

Journal:

Finance and Stochastics

Year:

2000

Language:

english

File:

PDF, 213 KB

english, 2000

13

Portfolio optimization with a defaultable security

Tomasz R. Bielecki, Inwon Jang

Journal:

Asia-Pacific Financial Markets

Year:

2006

Language:

english

File:

PDF, 240 KB

english, 2006

14

Multiple Ratings Model of Defaultable Term Structure

Tomasz R. Bielecki, Marek Rutkowski

Journal:

Mathematical Finance

Year:

2000

Language:

english

File:

PDF, 257 KB

english, 2000

15

CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION

Tomasz R. Bielecki, Hanqing Jin, Stanley R. Pliska, Xun Yu Zhou

Journal:

Mathematical Finance

Year:

2005

Language:

english

File:

PDF, 247 KB

english, 2005

16

DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK

Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, Marek Rutkowski

Journal:

Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 226 KB

english, 2008

17

Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation

Bielecki, Tomasz R., Pliska, Stanley R., Sheu, Shuenn-Jyi

Journal:

SIAM Journal on Control and Optimization

Year:

2005

Language:

english

File:

PDF, 297 KB

english, 2005

18

Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model

Tomasz R. Bielecki, Areski Cousin…

Journal:

Journal of Optimization Theory and Applications

Year:

2014

Language:

english

File:

PDF, 694 KB

english, 2014

19

Arbitrage pricing of defaultable game options with applications to convertible bonds

Bielecki, Tomasz R., Crépey, Stéphane, Jeanblanc, Monique, Rutkowski, Marek

Journal:

Quantitative Finance

Year:

2008

Language:

english

File:

PDF, 261 KB

english, 2008

20

[Lecture Notes in Mathematics] Stochastic Methods in Finance Volume 1856 || Nonlinear Expectations, Nonlinear Evaluations and Risk Measures

Back, Kerry, Bielecki, Tomasz R., Hipp, Christian, Peng, Shige, Schachermayer, Walter

Year:

2004

Language:

english

File:

PDF, 807 KB

english, 2004

21

DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES

BIELECKI, TOMASZ R., CIALENCO, IGOR, IYIGUNLER, ISMAIL, RODRIGUEZ, RODRIGO

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 524 KB

english, 2013

22

Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices

Bielecki, Tomasz R., Jeanblanc, Monique, Rutkowski, Marek

Journal:

Stochastic Models

Year:

2006

Language:

english

File:

PDF, 209 KB

english, 2006

23

Up and down credit risk

Bielecki, Tomasz R., Crépey, Stéphane, Jeanblanc, Monique

Journal:

Quantitative Finance

Year:

2010

Language:

english

File:

PDF, 1.18 MB

english, 2010

24

[IEEE Proceedings of the 45th IEEE Conference on Decision and Control - San Diego, CA, USA (2006.12.13-2006.12.15)] Proceedings of the 45th IEEE Conference on Decision and Control - Arbitrage Pricing of Convertible Securities with Credit Risk

Bielecki, Tomasz R., Crepey, Stephane, Jeanblanc, Monique, Rutkowski, Marek

Year:

2006

Language:

english

File:

PDF, 147 KB

english, 2006

25

PDE approach to valuation and hedging of credit derivatives

Bielecki, Tomasz R., Jeanblanc *, Monique, Rutkowski, Marek

Journal:

Quantitative Finance

Year:

2005

Language:

english

File:

PDF, 261 KB

english, 2005

26

COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS

BIELECKI, TOMASZ R., CIALENCO, IGOR, IYIGUNLER, ISMAIL

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 513 KB

english, 2013

27

Dynamic Conic Finance via Backward Stochastic Difference Equations

Bielecki, Tomasz R., Cialenco, Igor, Chen, Tao

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 511 KB

english, 2015

28

A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective

Tomasz R. Bielecki,Igor Cialenco…

Journal:

Probability, Uncertainty and Quantitative Risk

Year:

2017

Language:

english

File:

PDF, 1.34 MB

english, 2017

29

Air sampling unit for breath analyzers

Szabra, Dariusz, Prokopiuk, Artur, Mikołajczyk, Janusz, Ligor, Tomasz, Buszewski, Bogusław, Bielecki, Zbigniew

Journal:

Review of Scientific Instruments

Year:

2017

Language:

english

File:

PDF, 16.59 MB

english, 2017

30

Arbitrage-free pricing of derivatives in nonlinear market models

Bielecki, Tomasz R., Cialenco, Igor, Rutkowski, Marek

Journal:

Probability, Uncertainty and Quantitative Risk

Year:

2018

Language:

english

File:

PDF, 1.00 MB

english, 2018

31

Current Methods in the Molecular Typing of Mycobacterium tuberculosis and Other Mycobacteria

Jagielski, Tomasz, van Ingen, Jakko, Rastogi, Nalin, Dziadek, Jarosław, Mazur, Paweł K., Bielecki, Jacek

Journal:

BioMed Research International

Year:

2014

Language:

english

File:

PDF, 4.16 MB

english, 2014

32

Joint densities of hitting times for finite state Markov processes

BIELECKI, TOMASZ R., JEANBLANC, MONIQUE, SEZER, ALİ DEVİN

Journal:

TURKISH JOURNAL OF MATHEMATICS

Year:

2018

Language:

english

File:

PDF, 270 KB

english, 2018

33

Pricing and trading credit default swaps in a hazard process model

Bielecki, Tomasz R., Jeanblanc, Monique, Rutkowski, Marek

Journal:

The Annals of Applied Probability

Year:

2008

File:

PDF, 318 KB

2008

34

Preliminary study of X-ray and laser digital image of kidney endocast

Tomasz Drewniak, Jakub Bielecki, Marek WyczóŁkowski, Witold Smoleński, Wojciech M. Kwiatek

Journal:

Radiation Physics and Chemistry

Year:

2011

Language:

english

File:

PDF, 904 KB

english, 2011

35

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management

Tomasz Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska

Journal:

Mathematical Methods of Operations Research

Year:

1999

Language:

english

File:

PDF, 168 KB

english, 1999

36

Hedging of a credit default swaption in the CIR default intensity model

Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski

Journal:

Finance and Stochastics

Year:

2011

Language:

english

File:

PDF, 974 KB

english, 2011

37

Tracheal agenesis: perioperative management of one stage correction

Klaudiusz Bober, Ewa Musialik-Świetlińska, Ewa Adamiec-Poniewierka, Jacek Pająk, Ireneusz Bielecki, Tomasz Koszutski, Danuta WiĘcek-Włodarska, Barbara Goc, Lesław Szydłowski, Janusz ŚWietliński

Journal:

Pediatric Anesthesia

Year:

2008

Language:

english

File:

PDF, 137 KB

english, 2008

38

Singularly perturbed Markov control problem: Limiting average cost

Tomasz R. Bielecki, Jerzy A. Filar

Journal:

Annals of Operations Research

Year:

1991

Language:

english

File:

PDF, 656 KB

english, 1991

39

Transmission of tuberculosis within family-households

Ewa Augustynowicz-Kopeć, Tomasz Jagielski, Monika Kozińska, Kristin Kremer, Dick van Soolingen, Jacek Bielecki, Zofia Zwolska

Journal:

Journal of Infection

Year:

2012

Language:

english

File:

PDF, 1.89 MB

english, 2012

40

Study of dependence for some stochastic processes: Symbolic Markov copulae

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewȩgłowski

Journal:

Stochastic Processes and their Applications

Year:

2012

Language:

english

File:

PDF, 259 KB

english, 2012

41

DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE

Tomasz R. Bielecki, Igor Cialenco, Zhao Zhang

Journal:

Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 732 KB

english, 2012

42

Wind speed modelling using Weierstrass function fitted by a genetic algorithm

Tomasz Barszcz, Marzena Bielecka, Andrzej Bielecki, Mateusz Wójcik

Journal:

Journal of Wind Engineering and Industrial Aerodynamics

Year:

2012

Language:

english

File:

PDF, 689 KB

english, 2012

43

Free scheduling for statement instances of parameterized arbitrarily nested affine loops

Wlodzimierz Bielecki, Marek Palkowski, Tomasz Klimek

Journal:

Parallel Computing

Year:

2012

Language:

english

File:

PDF, 513 KB

english, 2012

44

Autologous platelets and leukocytes can improve healing of infected high-energy soft tissue injury

Agata Cieslik-Bielecka, Tomasz Bielecki, Tadeusz S. Gazdzik, Jerzy Arendt, Wojciech Król, Tomasz Szczepanski

Journal:

Transfusion and Apheresis Science

Year:

2009

Language:

english

File:

PDF, 278 KB

english, 2009

45

Why the platelet-rich gel has antimicrobial activity?

Agata Cieslik-Bielecka, Tadeusz S. Gazdzik, Tomasz M. Bielecki, Tadeusz Cieslik

Journal:

Oral Surgery, Oral Medicine, Oral Pathology, Oral Radiology, and Endodontology

Year:

2007

Language:

english

File:

PDF, 264 KB

english, 2007

46

Improved treatment of mandibular odontogenic cysts with platelet-rich gel

Agata Cieslik–Bielecka, Tomasz Bielecki, Tadeusz S. Gazdzik, Tadeusz Cieslik, Tomasz Szczepanski

Journal:

Oral Surgery, Oral Medicine, Oral Pathology, Oral Radiology, and Endodontology

Year:

2008

Language:

english

File:

PDF, 510 KB

english, 2008

47

A side-effect induced by the combination of a demineralized freeze-dried bone allograft and leucocyte and platelet-rich plasma during treatment for large bone cysts: A 4-year follow-up clinical study

Tomasz Bielecki, Agata Cieslik-Bielecka, Maciej Żelawski, Wojciech Mikusek

Journal:

Transfusion and Apheresis Science

Year:

2012

Language:

english

File:

PDF, 378 KB

english, 2012

48

Stability of Tandemly Repetitive Subelement PCR Patterns inTrichophyton rubrumover Serial Passaging and with Respect to Drug Pressure

Anita Hryncewicz-Gwóźdź, Tomasz Jagielski, Katarzyna Kalinowska, Dagmara Baczyńska, Ewa Plomer-Niezgoda, Jacek Bielecki

Journal:

Year:

2012

Language:

english

File:

PDF, 311 KB

english, 2012

49

Prototheca wickerhamii as a cause of neuroinfection in a child with congenital hydrocephalus. First case of human protothecosis in Poland

Iwona Żak, Tomasz Jagielski, Stanisław Kwiatkowski, Jacek Bielecki

Journal:

Diagnostic Microbiology and Infectious Disease

Year:

2012

Language:

english

File:

PDF, 433 KB

english, 2012

50

Recognition of two-dimensional representation of urban environment for autonomous flying agents

Bielecki, Andrzej, Buratowski, Tomasz, Śmigielski, Piotr

Journal:

Expert Systems with Applications

Year:

2013

Language:

english

File:

PDF, 1.50 MB

english, 2013