Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton

Ph.D

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Bibliographic Details
Main Author:	WONG MAN CHUI
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Interest rate models, Convertible bonds, Malliavin calculus, Asymmetric information, White noise analysis
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/12892
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-128922017-10-21T09:23:50Z Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton WONG MAN CHUI MATHEMATICS LOU JIANN-HUA Interest rate models, Convertible bonds, Malliavin calculus, Asymmetric information, White noise analysis Ph.D DOCTOR OF PHILOSOPHY 2010-04-08T10:28:10Z 2010-04-08T10:28:10Z 2008-12-02 Thesis WONG MAN CHUI (2008-12-02). Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/12892 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Interest rate models, Convertible bonds, Malliavin calculus, Asymmetric information, White noise analysis
spellingShingle	Interest rate models, Convertible bonds, Malliavin calculus, Asymmetric information, White noise analysis WONG MAN CHUI Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton
description	Ph.D
author2	MATHEMATICS
author_facet	MATHEMATICS WONG MAN CHUI
format	Theses and Dissertations
author	WONG MAN CHUI
author_sort	WONG MAN CHUI
title	Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton
title_short	Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton
title_full	Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton
title_fullStr	Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton
title_full_unstemmed	Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton
title_sort	applications of malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/12892
_version_	1681078764494127104

Applications of Malliavin calculus and white noise analysis in interest rate markets, and convertible bonds with and without symmetric informaiton

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