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

Saved in:

書目詳細資料
主要作者:	WONG MAN CHUI
其他作者:	MATHEMATICS
格式:	Theses and Dissertations
語言:	English
出版:	2010
主題:	Interest rate models, Convertible bonds, Malliavin calculus, Asymmetric information, White noise analysis
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/12892
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore
語言:	English

相似書籍

Malliavin calculus for Lévy processes with applications to finance
由: Di Nunno, Giulia, et al.
出版: (2017)

Characterization of stochastic equilibrium controls by the Malliavin calculus
由: Nguwi, Jiang Yu, et al.
出版: (2022)

Third cumulant stein approximation for Poisson stochastic integrals
由: Privault, Nicolas
出版: (2021)

Functional inequalities for marked point processes
由: Flint, Ian, et al.
出版: (2020)

Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
由: Privault, Nicolas, et al.
出版: (2021)

Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate
由: OU GUOQING
出版: (2011)

BILATERAL CONTRACTS UNDER XVA
由: LEE JUNBEOM
出版: (2018)

Digital Communications in Additive White Symmetric Alpha-Stable Noise
由: AHMED MAHMOOD
出版: (2014)

Computability via the lambda-calculus with patterns
由: Bodin Skulkiat
出版: (2012)

Lambda-calculus with patterns
由: Pimpen Vejjajiva
出版: (2009)

An operational way of teaching the elements of calculus
由: Monfero, Edelisa M.
出版: (1972)

Stochastic Network Calculus
由: Jiang, Yuming, et al.
出版: (2017)

MALLIAVIN CALCULUS WITH APPLICATION IN FINANCE
由: WEN XIXIAN
出版: (2021)

On discretisable formulas in duration calculus
由: Pham, Hong Thai
出版: (2017)

Stein approximation for Ito and Skorohod integrals by Edgeworth type expansions
由: Privault, Nicolas
出版: (2015)

Application of fractional calculus to modeling transient combustion of solid propellants
由: Kulish, Vladimir, et al.
出版: (2017)

Empirical analysis of quantum finance interest rates models
由: Baaquie, B.E., et al.
出版: (2014)

Discovering calculus with the graphing calculator
由: Mary Margaret Shoaf-Grubbs
出版: (2017)

Exposition on a fundamental theorem of calculus that applies to a class of Riemann integrable functions
由: Besta, Jean Shermin, et al.
出版: (1998)

Intellectual factors affecting the ability to perform mathematical tasks in differential calculus
由: Ragasa, Carmelita Yasana
出版: (2000)

The teaching of calculus in the high school
由: Libanan, Ananias C.
出版: (1980)

Exploring duration-based methods of estimating interest rate sensitivity of bonds: With application in the Philippine government bond
由: Busto, Nancy Grace F.
出版: (2017)

Stochastic Calculus for Fractional Brownian Motion and Applications
由: Zhang, T., et al.
出版: (2017)

Utilizing google cardboard virtual reality for visualization in multivariable calculus
由: Cheong, Kang Hao, et al.
出版: (2023)

The moderating effect of transaction experience on the decision calculus in on-line repurchase
由: Gupta, S., et al.
出版: (2013)

Price of coupon bond options in a quantum field theory of forward interest rates
由: Baaquie, B.E.
出版: (2014)

The effects of the constructivist-based teaching approach on students' conceptual understanding of introductory calculus
由: Cruz, Celia Cunanan
出版: (2002)

The effectiveness of the Student Teams-Achievement Divisions (STAD) in the teaching of calculus
由: Legaspi, Fe P.
出版: (1997)

Interest development: Arousing situational interest affects the growth trajectory of individual interest
由: Schmidt, Henk G., et al.
出版: (2017)

A labelled sequent calculus for BBI : proof theory and proof search
由: Hóu, Zhé, et al.
出版: (2020)

The relative effectiveness of calculus-based college physics instruction on student achievement
由: Orleans, Antriman Vipinosa
出版: (1994)

Analytic geometry and calculus as tools in business and economics
由: Vasquez, Eleanita E.
出版: (1981)

Viterbi decoding of convolutional codes in symmetric α-stable noise
由: Chitre, M.A., et al.
出版: (2014)

Space curves: Curvature and torsion
由: Velez, Ma. Milagros A.
出版: (1976)

ENHANCING SENSING CAPABILITIES IN PARITY-TIME SYMMETRIC CIRCUITS THROUGH NOISE AND LOSS
由: LI CHENHUI
出版: (2024)

Perceived self-efficacy, metacognitive skills and problem-solving ability of selected students in differential calculus
由: Chua, Alejandria D.
出版: (2009)

Teaching business calculus: Methodologies, techniques, issues, and prospects
由: Halcon, Frederick A.
出版: (2008)

A calculus for stochastic QoS analysis
由: Liu, Y., et al.
出版: (2014)

PSK communication with passband additive symmetric α-stable noise
由: Mahmood, A., et al.
出版: (2014)

PSK communication with passband additive symmetric α-stable noise
由: Mahmood, A., et al.
出版: (2014)