Browsing Division of Physical and Mathematical Sciences by Subject "Financial Economics"

Now showing items 1-2 of 2

    • Analyzing Credit Risk Models In A Regime Switching Market 

      Banerjee, Tamal (2016-04-25)
      Recently, the financial world witnessed a series of major defaults by several institutions and investment banks. Therefore, it is not at all surprising that credit risk analysis have turned out to be one of the most important ...

    • Semi-Markov Processes In Dynamic Games And Finance 

      Goswami, Anindya (2010-07-01)
      Two different sets of problems are addressed in this thesis. The first one is on partially observed semi-Markov Games (POSMG) and the second one is on semi-Markov modulated financial market model. In this thesis we study ...