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Title: A Study of Approximations and Transformations of Markov Processes and their Applications to Credit Risk Analysis
Other Titles: マルコフ過程の近似および変換の研究とクレジットリスク分析への応用
Authors: Rusudan, Kevkhishvili
Author's alias: ルースダン, ケヴヘイッシュウィリ
Keywords: credit risk
shot noise
option-theoretic approach
CDS spreads
optimal stopping
Issue Date: 25-Mar-2019
Publisher: Kyoto University
Conferring University: 京都大学
Degree Level: 新制・課程博士
Degree Discipline: 博士(経済学)
Degree Report no.: 甲第21530号
Degree no.: 経博第598号
Conferral date: 2019-03-25
Degree Call no.: 新制||経||289(附属図書館)
Degree Affiliation: 京都大学大学院経済学研究科経済学専攻
Examination Committee members: (主査)教授 江上 雅彦, 教授 西山 慶彦, 准教授 砂川 伸幸
Provisions of the Ruling of Degree: 学位規則第4条第1項該当
Rights: 学位規則第9条第2項により要約公開
DOI: 10.14989/doctor.k21530
Appears in Collections:040 Doctoral Dissertation (Economics)

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