Defended PhD Theses

Paweł Szulc - Conditional Ito processes and exponential Brownian functionals in the analysis of the Hull-White model

supervisor prof. dr hab. J. Jakubowski, 2013.

Tomasz Tkaliński - Pricing and hedging in discrete market, selected problems
supervisor prof. dr hab. J. Jakubowski, 2012.

Ewa Iwaniec - Asymptotic copula expansions and their applications,

supervisor prof. dr hab. J. Jakubowski, 2010.

Mariusz Baryło - Stochastic Particle Systems,

supervisor: prof. dr hab. A. Palczewski, 2009.

Maciej Wiśniewolski - Pricing Selected Derivatives in SABR and lognormal model,
supervisor: prof. dr hab. J. Jakubowski, 2009.

Mariusz Niewęgłowski - Some problems of bond risk driven by the Levy process,
supervisor: prof. dr hab. J. Jakubowski, 2008.

Agnieszka Stryjek - Portfolio immunization. Semi-deterministic and stochastic approach,
supervisor: prof. dr hab. A. Palczewski, 2007.