Tomasz R. Bielecki

5 books • 4 series

Tomasz R. Bielecki is Professor of Applied Mathematics at the Illinois Institute of Technology, Chicago. He co-authored Credit Risk: Modelling, Valuation and Hedging (2002), Credit Risk Modelling (2010) and Counterparty Risk and Funding (2014), and he currently serves as an associate editor of several journals, including Stochastics: An International Journal of Probability and Stochastic Processes.
Aug 26, 2020
Cover of Structured Dependence between Stochastic Processes

Structured Dependence between Stochastic Processes (Encyclopedia of Mathematics and its Applications)

Jan 1, 2014
Cover of Counterparty Risk and Funding

Counterparty Risk and Funding (Chapman and Hall/CRC Financial Mathematics, #31)

Nov 22, 2004
Cover of Stochastic Methods in Finance

Stochastic Methods in Finance (Lecture Notes in Mathematics, #1856)

Sep 9, 2004
Cover of Paris-Princeton Lectures on Mathematical Finance 2003

Paris-Princeton Lectures on Mathematical Finance 2003 (Lecture Notes in Mathematics, #1847)

Jan 22, 2004
Cover of Credit Risk: Modeling, Valuation and Hedging

Credit Risk: Modeling, Valuation and Hedging (Springer Finance)