Two Essays in Financial Product Pricing
Master's
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| Format: | Theses and Dissertations |
| Language: | English |
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2013
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/48349 |
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| Institution: | National University of Singapore |
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sg-nus-scholar.10635-483492024-10-26T15:06:46Z Two Essays in Financial Product Pricing ZONG JIANPING MATHEMATICS DAI MIN GMWB, Singular stochastic control, Penalty Method, HJM model, Non-Maturity Liabilities, Exact simulation Master's MASTER OF SCIENCE 2013-11-30T18:14:23Z 2013-11-30T18:14:23Z 2013-08-23 Thesis ZONG JIANPING (2013-08-23). Two Essays in Financial Product Pricing. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/48349 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 |
GMWB, Singular stochastic control, Penalty Method, HJM model, Non-Maturity Liabilities, Exact simulation |
| spellingShingle |
GMWB, Singular stochastic control, Penalty Method, HJM model, Non-Maturity Liabilities, Exact simulation ZONG JIANPING Two Essays in Financial Product Pricing |
| description |
Master's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS ZONG JIANPING |
| format |
Theses and Dissertations |
| author |
ZONG JIANPING |
| author_sort |
ZONG JIANPING |
| title |
Two Essays in Financial Product Pricing |
| title_short |
Two Essays in Financial Product Pricing |
| title_full |
Two Essays in Financial Product Pricing |
| title_fullStr |
Two Essays in Financial Product Pricing |
| title_full_unstemmed |
Two Essays in Financial Product Pricing |
| title_sort |
two essays in financial product pricing |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/48349 |
| _version_ |
1821189110550757376 |