Pricing of Defaultable Securities under Stochastic Interest

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dc.contributor.author Kordzakhia, N
dc.contributor.author Novikov, A
dc.contributor.editor Sarychev, A
dc.contributor.editor Shiryaev, A
dc.contributor.editor Guerra, M
dc.contributor.editor Grossinho, M
dc.date.accessioned 2010-05-28T09:37:44Z
dc.date.issued 2008-01
dc.identifier.citation Mathematical Control Theory and Finance, 2008, 1, pp. 251 - 263
dc.identifier.isbn 978-3-540-69531-8
dc.identifier.other B1 en_US
dc.identifier.uri http://hdl.handle.net/10453/7819
dc.publisher Springer
dc.title Pricing of Defaultable Securities under Stochastic Interest
dc.type Chapter
dc.parent Mathematical Control Theory and Finance
dc.journal.number en_US
dc.publocation Berlin en_US
dc.publocation Berlin
dc.publocation Berlin
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 010205 Financial Mathematics
dc.for 150201 Finance
dc.for 010406 Stochastic Analysis and Modelling
dc.personcode 991062
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.edition 1
dc.edition 1
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords stochastic interest, mathematical finance, credit risk
dc.description.keywords stochastic interest, mathematical finance, credit risk
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Science
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.copyright.date 2015-04-15 12:17:09.805752+10
pubs.consider-herdc true
pubs.consider-herdc true
utslib.collection.history School of Mathematical Sciences (ID: 340)
utslib.collection.history Closed (ID: 3)


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