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Please use this identifier to cite or link to this item: https://ptsldigital.ukm.my/jspui/handle/123456789/578406
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dc.contributor.authorHisham A. F. B (UITM)
dc.contributor.authorJaffar M. M (UITM)
dc.contributor.authorOthman J (UITM)
dc.date.accessioned2023-11-06T03:01:23Z-
dc.date.available2023-11-06T03:01:23Z-
dc.date.issued2017-07
dc.identifier.issn0128-7680
dc.identifier.otherukmvital:115903
dc.identifier.urihttps://ptsldigital.ukm.my/jspui/handle/123456789/578406-
dc.descriptionThere 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.
dc.language.isoen
dc.publisherUniversiti Putra Malaysia Press
dc.relation.haspartPertanika Journals
dc.relation.urihttp://www.pertanika.upm.edu.my/regular_issues.php?jtype=2&journal=JST-25-3-7
dc.rightsUKM
dc.subjectSalam contract
dc.subjectPartial differential equation
dc.subjectCredit risk model
dc.subjectIslamic derivative
dc.titleDeriving partial differential equation for the value of salam contract with credit risk
dc.typeJournal Article
dc.format.volume25
dc.format.pages775-786
dc.format.issue3
Appears in Collections:Journal Content Pages/ Kandungan Halaman Jurnal

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