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| Title | Author/Creator | Date | Full Text | Reviewed | |
|---|---|---|---|---|---|
| Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension | Elliott, Robert J; Siu, Tak Kuen; Badescu, Alex | 2011 | — | 
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| Corporate risk management in Hong Kong and Singapore | Sheedy, Elizabeth | 2006 | — |
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Author/Creator
- Badescu, Alex (1)
- Elliott, Robert J (1)
- Sheedy, Elizabeth (1)
- Siu, Tak Kuen (1)
Subject Keyword
- Bonds (1)
- Continuous-time models (1)
- Double Esscher transform (1)
- Exponential affine form (1)
- Finance modeling (1)
- Interest rates (1)
- Markov chain (1)
- Product density processes (1)
- Regime switching risk (1)
- Securities (1)
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