|
|
|
|
Deriving partial differential equation for the value of salam contract with credit risk
|
|
|
|
|
|
|
|
نویسنده
|
hisham a.f.b. ,jaffar m.m. ,othman j.
|
|
منبع
|
pertanika journal of science and technology - 2017 - دوره : 25 - شماره : 3 - صفحه:775 -786
|
|
چکیده
|
There are many research papers on implementing the salam structure in the financial system. this study introduces a mathematical model of salam contract with credit risk that can be used as an islamic financial derivative. it explores the properties of salam contract and the credit model that represents it,that is,the structural model with the default event on maturity of the salam contract. © 2017 universiti putra malaysia press.
|
|
کلیدواژه
|
Credit risk model; Islamic derivative; Partial differential equation; Salam contract
|
|
آدرس
|
faculty of computer and mathematical sciences,universiti teknologi mara,uitm,shah alam,selangor, Malaysia, faculty of computer and mathematical sciences,universiti teknologi mara,uitm,shah alam,selangor, Malaysia, arshad ayub graduate business school,universiti teknologi mara,uitm,shah alam,selangor, Malaysia
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|