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Dariusz Gatarek

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Publication

Featured researches published by Dariusz Gatarek.

Archive | 2007

The LIBOR Market Model in Practice

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

Archive | 2007

The LIBOR Market Model in Practice: Gatarek/The LIBOR

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

Archive | 2013

Using the LSM Approach for Derivatives Valuation

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

Archive | 2013

Smile Modelling in the BGM Model

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

Archive | 2013

The One Factor LIBOR Markov Functional Model

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

Archive | 2013

Swaption Pricing and Calibration

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

Archive | 2013

Optimal Stopping and Pricing of Bermudan Options

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

Archive | 2013

Calibration Algorithms to Caps and Swaptions Based on Optimization Techniques

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

Archive | 2013

Mathematics in a Pill

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

Archive | 2013

Calibration Algorithms to Caps and Floors

Dariusz Gatarek; Przemyslaw Bachert; Robert Maksymiuk

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