Shengguang Qian, Ph.D.

Affiliations: 
2008 School of Computer Science University of Oklahoma, Norman, OK, United States 
Area:
Computer Science, Finance
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"Shengguang Qian"

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S Lakshmivarahan grad student 2008 University of Oklahoma
 (On pricing corporate bonds with default risk and embedded call options when the interest rate is stochastic.)
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Publications

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Qian S, Lakshmivarahan S, Stock D. (2016) A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance The Journal of Fixed Income. 26: 33-48
Lakshmivarahan S, Qian S, Stock D. (2012) The Distribution of the Value of the Firm and Stochastic Interest Rates Journal of Mathematical Finance. 2: 75-82
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