Select Publications

Conference Papers

Li L; Rutkowski M, 2011, 'Market Models of Forward CDS Spreads', in KohatsuHiga A; Privault N; Shen SJ (eds.), STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS, HONG KONG 2009, Springer Science & Business Media, City Univ Hong Kong, Hong Kong, PEOPLES R CHINA, pp. 361 - 411, presented at Workshop on Stochastic Analysis and Finance, City Univ Hong Kong, Hong Kong, PEOPLES R CHINA, 29 June 2009 - 03 July 2009, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000395049600021&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a

Gapeev P; Jeanblanc M; Li L; Rutkowski M, 2010, 'Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives', in Chiarella C; Novikov A (ed.), CONTEMPORARY QUANTITATIVE FINANCE: ESSAYS IN HONOUR OF ECKHARD PLATEN, Springer Science & Business Media, Sydney, AUSTRALIA, pp. 255 - +, presented at International Conference on Quantitative Methods in Finance, Sydney, AUSTRALIA, 01 December 2009, http://dx.doi.org/10.1007/978-3-642-03479-4_14


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