Dariusz Gatarek

Deloitte & Touche CE

Fredry 6

Warsaw, 00-097

Poland

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SCHOLARLY PAPERS

4

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13,590

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Scholarly Papers (4)

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1.

Constant Maturity Swaps, Forward Measure and Libor Market Model

Number of pages: 8 Posted: 14 May 2003

Dariusz Gatarek

Deloitte & Touche CE

Downloads 7,778 (1,834)

Citation 3

Abstract:

2.

Libor Market Model with Stochastic Volatility

Number of pages: 8 Posted: 04 Mar 2003

Dariusz Gatarek

Deloitte & Touche CE

Downloads 3,578 (6,912)

Citation 4

Abstract:

3.

Calibration of the Libor Market Model: Three Prescriptions

Number of pages: 13 Posted: 04 Mar 2003

Dariusz Gatarek

Deloitte & Touche CE

Downloads 1,561 (25,718)

Citation 2

Abstract:

4.

Recombining Trees for One-Dimensional Forward Rate Models

Number of pages: 9 Posted: 07 Mar 2003

Dariusz Gatarek and Jaroslaw Kolakowski

Deloitte & Touche CE and SAS Institute Inc. - Poland

Downloads 673 (83,534)

Abstract:

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