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Credit risk modeling under jump processes and under a risk measure-based approach

Credit risk modeling under jump processes and under a risk measure-based approach
Credit risk modeling under jump processes and under a risk measure-based approach
Concordia University
Okhrati, Ramin
e8e0b289-be8c-4e73-aea5-c9835190a54a
Okhrati, Ramin
e8e0b289-be8c-4e73-aea5-c9835190a54a

Okhrati, Ramin (2011) Credit risk modeling under jump processes and under a risk measure-based approach. Concordia University, Mathematics and Statistics, Doctoral Thesis, 250pp.

Record type: Thesis (Doctoral)
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Okhrati_PhD_F2011.pdf - Other
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Published date: August 2011
Organisations: Statistics

Identifiers

Local EPrints ID: 357096
URI: http://eprints.soton.ac.uk/id/eprint/357096
PURE UUID: 2d7e1464-13d6-4170-9311-8473d75c8846
ORCID for Ramin Okhrati: ORCID iD orcid.org/0000-0003-0103-7051

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Date deposited: 19 Nov 2013 15:14
Last modified: 14 Mar 2024 14:55

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Author: Ramin Okhrati ORCID iD

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