Tom 20 Nr 1 (2019)

DOI: https://doi.org/10.22630/MIBE.2019.20.1

Opublikowane: 2022-04-26

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Artykuły

THE FOSTER-HART FORMULA FOR CASES OF SUPPLY CHAIN PROJECTS WITH VARIOUS CONSTRAINTS

Marcin Halicki, Tadeusz Kwater

1-10

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ABOUT A CERTAIN “ANOMALY” IN THE PRICING OF DEBT SECURITIES

Andrzej Karpio

11-19

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METHODOLOGICAL BARRIERS OF MONITORING AND RESEARCH OF FOOD LOSSES AND WASTE (FLW)

Karol Krajewski, Mikołaj Niedek, Sylwia Łaba, Krystian Szczepański, Bolesław Borkowski

20-34

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IS THERE STILL ROOM FOR INCREASING SPEED IN ALGORITHMIC AND HIGH-FREQUENCY TRADING? THE CASE OF EUROPEAN OPTIONS PRICED IN THE HESTON MODEL

Arkadiusz Orzechowski

35-44

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PRICING EUROPEAN OPTIONS IN THE VARIANCE GAMMA MODEL

Arkadiusz Orzechowski

45-53

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ASSESSMENT OF DIGITAL EXCLUSION OF POLISH HOUSEHOLDS

Tomasz Śmiałowski

54-61

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ASYMMETRIC SQUARE ROOT OPTIONS – CAN WE PRICE THEM VIA THE FOURIER TRANSFORM?

Adam Ulmer

62-71

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THE RISK OF THE POLISH EQUITY FUNDS IN THE YEARS 2004-2018 DETERMINED USING THE VAR AND CVAR MEASURES

Dorota Żebrowska-Suchodolska

72-82

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