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 en_US
dc.personcode 991062 en_US
dc.percentage 40 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
dc.staffid 991062 en_US


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