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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| 語言: | English |
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2010
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sg-nus-scholar.10635-128922024-10-26T16:25:53Z 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 |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| 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_ |
1821226890294198272 |