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http://edoc.bseu.by:8080/handle/edoc/85025
Title: | Finance related to stochastic behavior and risk |
Authors: | Masdemont, J. |
Keywords: | финансы организаций;финансовые продукты;финансовые риски;кредитные рейтинги;financial products;financial risks |
Issue Date: | 2001 |
Publisher: | Белорусский государственный экономический университет |
Language: | Английский |
Type: | Article |
Citation: | Masdemont, J. Finance related to stochastic behavior and risk / J. Masdemont // Информационные сети, системы и технологии = Information Networks, Systems and Technologies : в 3 кн. Кн.1 : Труды международной конференции ICINASTe'2001, Минск, 2-4 октября 2001 г. : на англ. яз. / Ред.: А.Н. Морозевич [и др.]. - Мн. : БГЭУ, 2001. - С. 214-218. |
Abstract: | This paper is devoted to methodologies that apply for the theoretical valuation of financial products, with special emphasis to caps that could depend on term structure of interest rates and risk. A special example considering the finance of a company depending on its credit rating is considered. |
URI: | http://edoc.bseu.by:8080/handle/edoc/85025 |
ISBN: | 985-426-692-3 |
Appears in Collections: | Информационные сети, системы и технологии = Information Networks, Systems and Technologies |
Files in This Item:
File | Description | Size | Format | |
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Masdemont_J._214_218.pdf | 283.24 kB | Adobe PDF | View/Open |
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