Dr Rafal Wojakowski
PhD (Finance) HEC Paris
MRes (Economics) Paris School of Economics
MEng (Theoretical Physics) Wroclaw University of Technology
Lecturer
Department
Accounting and Finance
Professional Role
Current roles:
1. Academic Officer
2. IT Representative
1. Academic Officer
2. IT Representative
Past roles: Mathematical Finance Seminar convenor.
Current Teaching
Doctoral Finance: (AcF 801).
Postgraduate: Introduction to Quantitative Methods (AcF 401). Derivatives pricing (AcF 605). Advanced Topics in Finance (AcF 701).
Undergraduate: Advanced Principles of Finance (AcF 215).
Other Teaching Competence:
- Lancaster University: Quantitative Methods for Finance (AcF 501), Financial Markets (AcF 504);
- HEC School of Management, Paris, France: Finance Theory, Microeconomics, Corporate Finance, Econometrics, Mathematical Finance (Mastere);
- Sciences Po, Paris, France: Emerging Markets:
- Warsaw University of Technology, Poland: Financial Markets (MBA);
- Warsaw School of Economics, Poland: Investments (MBA).
Research Interests
Incomplete Markets. Derivatives and Risk Management. Mortgage contracts and Real Estate Finance. Executive compensation. Real Options. Corporate Finance. Household finance. Behavioral finance. Mathematical finance. Stochastic processes and continuous-time finance.
Chapter (3)
Journal article (14)
Book (2)
Conference contribution (1)
Working paper (6)
Selected publications (26)
View all publications (26)
Journal article (14)
Book (2)
Conference contribution (1)
Working paper (6)
Selected publications (26)
View all publications (26)
Publications
- Wojakowski Rafal, forthcoming, 'How should firms selectively hedge? Resolving the selective hedging puzzle.', Journal of Corporate Finance, vol 18, no. 3, pp. 560-569.
View details |
View PDF - Shiller Robert J., Wojakowski Rafal, Ebrahim Shahid and Shackleton M B, 2012, 'Mitigating financial fragility with Continuous Workout Mortgages', Journal of Economic Behaviour and Organisation
View details | View PDF - Ebrahim Shahid, Shackleton M B and Wojakowski Rafal, 2011, 'Participating mortgages and the efficiency of financial intermediation', Journal of Banking and Finance, vol 35, no. 11, pp. 3042-3054.
View details | View PDF - Shiller Robert J., Wojakowski Rafal, Ebrahim Shahid and Shackleton M B, 2011, 'Continuous Workout Mortgages', National Bureau of Economic Research (NBER) working paper
View details - Tsekrekos Andrianos E., Shackleton M B and Wojakowski Rafal, 2010, 'Evaluating natural resource investments under different model dynamics: Managerial insights', European Financial Management
View details - Shackleton M B and Wojakowski Rafal, 2007, 'Finite maturity caps and floors on continuous flows', Journal of Economic Dynamics and Control, vol 31, no. 12, pp. 3843-3859.
View details - Henderson Vicky, Hobson D, Shaw W and Wojakowski Rafal, 2007, 'Bounds for in-progress floating-strike Asian options using symmetry', Annals of Operations Research, vol 151, no. 1, pp. 81-98.
View details - Shackleton M B, Tsekrekos A and Wojakowski Rafal, 2004, 'Strategic entry and market leadership in a two-player real options game', Journal of Banking and Finance, vol 28, no. 1, pp. 179-201.
View details - Chung S L, Shackleton M B and Wojakowski Rafal, 2003, 'Efficient quadratic approximation of floating strike Asian option values', Finance, vol 24, no. 1, pp. 49-62.
View details - Wojakowski Rafal and Shackleton M B, 2003, 'Rzeczywiste prawdopodobienstwo wykonania i wartosci oczekiwane wyplaty opcji (Real probability of exercising and expected values of option payoff)', Rynek Terminowy, vol 20, no. 2, pp. 125.
View details
