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

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

Internet

http://scholarbank.nus.edu.sg/handle/10635/12892

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