You are not logged in | log in

Wydział Matematyki, Informatyki i Mechaniki Uniwersytetu Warszawskiego

Back to the list of the institutes

Publications

Tomasz Tkaliński

2014

Tomasz Tkaliński, Convex hedging of non-superreplicable claims in discrete-time market models, Mathematical Methods Of Operations Research 79 (2) 2014, p. 239–252.see in PBN

2009

Tomasz Tkaliński, Approximation of market valuations on the set of risk measures, Demonstratio Mathematica 42 (2) 2009, p. 441–452.see in PBN

2008

Tomasz Tkaliński, On some generalizations of a classical approach to risk management of a fixed income portfolio, Aplimat - Journal Of Applied Mathematics 1 (1) 2008, p. 385–395.see in PBN
Tomasz Tkaliński, On some generalizations of a classical approach to risk management of a fixed income portfolio, in: Proceedings of The 7-th International Conference ’Aplimat 2008’, Aplimat, Slovakia 2008, p. 207–214.see in PBN

2007

Tomasz Tkaliński, Optimal portfolios and efficient segments - theoretical, practical and computational aspects, in: Proceedings of The 6-th International Conference ’Aplimat 2007’, Part I, Bratislava, Slovakia 2007.see in PBN