Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate
Master's
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| Format: | Theses and Dissertations |
| Language: | English |
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2011
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/20946 |
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sg-nus-scholar.10635-209462017-10-21T08:24:22Z Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate OU GUOQING MATHEMATICS TAN HWEE HUAT convertible bonds,credit risk, calibration, Hull-White Master's MASTER OF SCIENCE 2011-03-31T18:00:41Z 2011-03-31T18:00:41Z 2010-08-16 Thesis OU GUOQING (2010-08-16). Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/20946 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
convertible bonds,credit risk, calibration, Hull-White |
| spellingShingle |
convertible bonds,credit risk, calibration, Hull-White OU GUOQING Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate |
| description |
Master's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS OU GUOQING |
| format |
Theses and Dissertations |
| author |
OU GUOQING |
| author_sort |
OU GUOQING |
| title |
Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate |
| title_short |
Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate |
| title_full |
Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate |
| title_fullStr |
Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate |
| title_full_unstemmed |
Pricing of Convertible Bonds with Credit Risk and Stochastic Interest Rate |
| title_sort |
pricing of convertible bonds with credit risk and stochastic interest rate |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/20946 |
| _version_ |
1681079787554078720 |