Concepedia
Statistics
Publications
35
Citations
1.2K
H-Index
20
Active since
1990
Affiliations
Warsaw University of Technology(Current)
UNSW Sydney
The University of Sydney
Illinois Institute of Technology
Institute of Mathematics
Marek Rutkowski is an author at Warsaw University of Technology specializing in finance, financial economics, and business.
Publications per year
1990–2018
34
Continuous-time term structure models: Forward measure approach
Marek Musiela, Marek Rutkowski · Finance and Stochastics · 1997 · 169 citations · Full text
Engineering, Finance, Financial Economics +11
Martingale Methods in Financial Modelling
Rüdiger Frey, Marek Musiela, Marek Rutkowski · Journal of the American Statistical Association · 1998 · 150 citations
Business, Economics, Finance +14
Arbitrage pricing of defaultable game options with applications to convertible bonds
Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc et al. · Quantitative Finance · 2008 · 64 citations
Business, Economics, Finance +16
Valuation and Hedging of Contracts with Funding Costs and Collateralization
Tomasz R. Bielecki, Marek Rutkowski · SIAM Journal on Financial Mathematics · 2015 · 63 citations
A note on the Flesaker-Hughston model of the term structure of interest rates
Marek Rutkowski · Applied Mathematical Finance · 1997 · 57 citations
Business, Economics, Finance +17
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