Jaskowski Marcin

Marcin has graduated in Economics at the Warsaw School of Economics. He also studied Psychology at Warsaw University, focusing mainly on statistical psychology. [CV]

Education:

• Since 2006: PhD student at the Vienna Graduate School of Finance (full scholarship)
•  MSc in Economics, 1998-2003, Warsaw School of Economics, Poland 
• Psychology, 1999-2004, Warsaw University, Poland
  

Working papers:

• Credit Spreads, Factors and Noise, 2010

• Asymmetric Volatility Smile in a Continuous-Time Agency Model. A Note on DeMarzo-Sannikov, 2010

• Collateral and Inefficient Continuation, 2010

• Estimation of Implied Recovery Rates. A Case Study of theCDS Spreads Market, 2011

Conference Presentations:

• CFE, London 2010
• EFA, Doctorial Tutorial, Frankfurt 2010
• EFMA, Annual Meeting, Aarhus 2010

Contact Details:

Phone: +43-1-313 36 Ex 6330
Email: marcin(.)jaskowski(@)vgsf(.)ac(.)at