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Marcin Dec

Personal Details

First Name:Marcin
Middle Name:
Last Name:Dec
Suffix:
RePEc Short-ID:pde1169
http://treasury.pl

Affiliation

(55%) Akademia Leona Koźmińskiego

Warszawa, Poland
http://www.kozminski.edu.pl/
RePEc:edi:wspizpl (more details at EDIRC)

(45%) Group for Research in Applied Economics (GRAPE)

Warszawa, Poland
http://grape.org.pl/
RePEc:edi:grauwpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marcin Dec & Marek Weretka, 2021. "Welfare measurements with heterogeneous agents," GRAPE Working Papers 50, GRAPE Group for Research in Applied Economics.
  2. Marcin Dec, 2021. "Parsimonious yield curve modeling in less liquid markets," GRAPE Working Papers 52, GRAPE Group for Research in Applied Economics.
  3. Marcin Dec, 2019. "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers 35, GRAPE Group for Research in Applied Economics.
  4. Marcin Dec, 2018. "Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives," KAE Working Papers 2018-038, Warsaw School of Economics, Collegium of Economic Analysis.
  5. Marcin Dec, 2018. "On the trade-offs in money market benchmarks' stabilisation," KAE Working Papers 2018-039, Warsaw School of Economics, Collegium of Economic Analysis.

Articles

  1. Marcin Dec, 2019. "Markovian and multi-curve friendly parametrisation of a HJM model used in valuation adjustment of interest rate derivatives," Bank i Kredyt, Narodowy Bank Polski, vol. 50(2), pages 107-148.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (2) 2018-09-17 2018-10-01. Author is listed
  2. NEP-ORE: Operations Research (1) 2019-12-16. Author is listed
  3. NEP-RMG: Risk Management (1) 2019-12-16. Author is listed
  4. NEP-TRA: Transition Economics (1) 2021-05-10. Author is listed

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