Εγγυήσεις τόκων σε χρηματοδοτικές συμβάσεις
Interest guarantees on loans and saving contracts
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Subject
Στοχαστικές ανελίξεις -- Μαθηματικά υποδείγματα ; Στοχαστικές διαδικασίες ; Επιτόκια ; ΣτατιστικήAbstract
The aim of this dissertation is to study the interest guarantees on loans and saving contracts. Various forms of loan contracts and guarantees are examined and there is a significant distinction between loans with fixed repayments in contrast to loans with fixed amortizations. Finally, stochastic theory and partial differential equations (PDE's) are employed for estimating the guarantee prices. Some closed form solutions for standard contracts in specific and well-structured models are also examined.
Language
GreekCollections
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές