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The Pricing of Corporate Bond with the Default Correlation

FU Yi ZHANG Ji-zhou WANG Yang

东华大学学报(英文版)2012,Vol.29Issue(1):28-31,4.
东华大学学报(英文版)2012,Vol.29Issue(1):28-31,4.

The Pricing of Corporate Bond with the Default Correlation

The Pricing of Corporate Bond with the Default Correlation

FU Yi 1ZHANG Ji-zhou 2WANG Yang2

作者信息

  • 1. Department of Mathematics,Tongji University,Shanghai 200092,China
  • 2. College of Mathematics and Science,Shanghai Normal University,Shanghai 200234,China
  • 折叠

摘要

关键词

partial differential equations (PDE)/default correlation/corporate bond

Key words

partial differential equations (PDE)/default correlation/corporate bond

分类

数理科学

引用本文复制引用

FU Yi,ZHANG Ji-zhou,WANG Yang..The Pricing of Corporate Bond with the Default Correlation[J].东华大学学报(英文版),2012,29(1):28-31,4.

基金项目

National Key Basic Research Program of China (973 program) (No.2007CB814903) (973 program)

Shanghai Leading Academic Discipline Proiect,China (No.S30405) (No.S30405)

the Research Program of Shanghai Normal University,China (No.SK201211) (No.SK201211)

东华大学学报(英文版)

1672-5220

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