Browsing by Subject "Corporate debt--Mathematical models"
Now showing items 1-1 of 1
-
TRINOMIAL-TREE DISTRIBUTION OF A NONLINEAR POSITIVE STOCHASTIC INTEREST RATE MODEL WITH CONNECTIONS TO THE POTENTIAL APPROACH AND ITS APPLICATION TO COMPUTING CORPORATE DEFAULT RISK
(2013)In this dissertation, I consider a new nonlinear stochastic interest rate model that is adapted from a stochastic population growth model and exhibits the desirable properties of positivity of interest rates and mean ...