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Publications by Andrzej Karpio

About a Certain “Anomaly” in the Pricing of Debt Securities

Metody Ilościowe w Badaniach Ekonomicznych

English

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Pricing Long-Lived Securities in Dynamic Endowment Economies

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Pricing Sovereign Debt in Resource-Rich Economies

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Applications of Δ-Function Perturbation to the Pricing of Derivative Securities

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CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

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CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

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