Items where Author / Artist / Editor is "Gottschalk, Sylvia"

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Gottschalk, Sylvia (2018) A closed-form formula for pricing bonds between coupon payments. Mathematical Finance Letters, 2018 . pp. 1-16. ISSN 2051-2929 (doi:https://doi.org/10.28919/mfl/3650)

Gottschalk, Sylvia (2017) Entropy measure of credit risk in highly correlated markets. Physica A: Statistical Mechanics and its Applications, 478 . pp. 11-19. ISSN 0378-4371 (doi:https://doi.org/10.1016/j.physa.2017.02.083)

Barrell, Ray and Gottschalk, Sylvia (2009) Capital adequacy requirements in emerging markets. In: The Basel Capital Accords in developing countries: challenges for development finance. Gottschalk, Ricardo, ed. Palgrave Macmillan, UK, pp. 97-140. ISBN 9780230222243 (doi:https://doi.org/10.1057/9780230276093)

This list was generated on Fri Sep 20 05:00:35 2019 BST.