Shengguang Qian, Ph.D.
Affiliations: | 2008 | School of Computer Science | University of Oklahoma, Norman, OK, United States |
Area:
Computer Science, FinanceGoogle:
"Shengguang Qian"Parents
Sign in to add mentorS 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 |