Pricing of Defaultable Securities under Stochastic Interest
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| dc.contributor.author | Kordzakhia Nino | en_US |
| dc.contributor.author | Novikov Alex | en_US |
| dc.contributor.editor | Sarychev, A; Shiryaev, A; Guerra, M; Grossinho, M. | en_US |
| dc.date.accessioned | 2010-05-28T09:37:44Z | |
| dc.date.available | 2010-05-28T09:37:44Z | |
| dc.date.issued | 2008 | en_US |
| dc.identifier | 2008001614 | en_US |
| dc.identifier.citation | Kordzakhia Nino and Novikov Alex 2008, 'Pricing of Defaultable Securities under Stochastic Interest', Springer, Berlin, pp. 251-263. | en_US |
| dc.identifier.issn | 978-3-540-69531-8 | en_US |
| dc.identifier.other | B1 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10453/7819 | |
| dc.description.abstract | en_US | |
| dc.language | en_US | |
| dc.publisher | Springer | en_US |
| dc.relation.isbasedon | en_US | |
| dc.title | Pricing of Defaultable Securities under Stochastic Interest | en_US |
| dc.parent | Mathematical Control Theory and Finance | en_US |
| dc.journal.volume | en_US | |
| dc.journal.number | en_US | |
| dc.publocation | Berlin | en_US |
| dc.identifier.startpage | 251 | en_US |
| dc.identifier.endpage | 263 | en_US |
| dc.cauo.name | SCI.Mathematical Sciences | en_US |
| dc.conference | Verified OK | en_US |
| dc.for | 010406 | en_US |
| dc.personcode | 0000046769;991062 | en_US |
| dc.percentage | 000040 | en_US |
| dc.classification.name | Stochastic Analysis and Modelling | en_US |
| dc.classification.type | FOR-08 | en_US |
| dc.edition | 1 | en_US |
| dc.custom | en_US | |
| dc.date.activity | en_US | |
| dc.location.activity | en_US | |
| dc.description.keywords | stochastic interest, mathematical finance, credit risk | en_US |
| dc.staffid | en_US |
