Please use this identifier to cite or link to this item:
https://ptsldigital.ukm.my/jspui/handle/123456789/578406| Title: | Deriving partial differential equation for the value of salam contract with credit risk |
| Authors: | Hisham A. F. B (UITM) Jaffar M. M (UITM) Othman J (UITM) |
| Keywords: | Salam contract Partial differential equation Credit risk model Islamic derivative |
| Issue Date: | Jul-2017 |
| Description: | 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. |
| News Source: | Pertanika Journals |
| ISSN: | 0128-7680 |
| Volume: | 25 |
| Pages: | 775-786 |
| Publisher: | Universiti Putra Malaysia Press |
| Appears in Collections: | Journal Content Pages/ Kandungan Halaman Jurnal |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| ukmvital_115903+Source01+Source010.PDF | 653.69 kB | Adobe PDF |  View/Open |
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