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Wydział Matematyki, Informatyki i Mechaniki Uniwersytetu Warszawskiego

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Publikacje

Tomasz Tkaliński

2014

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

2009

Tomasz Tkaliński, Approximation of market valuations on the set of risk measures, Demonstratio Mathematica 42 (2) 2009, s. 441–452.zobacz w 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, s. 385–395.zobacz w PBN
Tomasz Tkaliński, On some generalizations of a classical approach to risk management of a fixed income portfolio, w: Proceedings of The 7-th International Conference ’Aplimat 2008’, Aplimat, Slovakia 2008, s. 207–214.zobacz w PBN

2007

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