CREDIT RISK - A JUMP-DIFFUSION APPROACH
Bachelor's
Saved in:
Main Author: | ALICE QUINTINA SURYASENTANA |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203507 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
Similar Items
-
MARGIN CALL STOCK LOANS WITH JUMP DIFFUSION RISK
by: DU XIN
Published: (2021) -
SIMULATION IN JUMP DIFFUSION MODELS
by: TAN GUAN LONG
Published: (2021) -
VIX OPTION IN A JUMP-DIFFUSION MODEL
by: LI JIANGTAO
Published: (2021) -
Jump-diffusion modeling in emission markets
by: Borovkov, K., et al.
Published: (2014) -
Asymptotic Dynamics and Value-at-Risk of Large Diversified Portfolios in a Jump-Diffusion Market
by: Lim, Kian Guan, et al.
Published: (2003)