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Vyacheslav Gorovoy

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This is information that was supplied by Vyacheslav Gorovoy in registering through RePEc. If you are Vyacheslav Gorovoy , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Vyacheslav
Middle Name:
Last Name: Gorovoy
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RePEc Short-ID: pgo618

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Affiliation

New Economic School (NES)
Location: Moscow, Russia
Homepage: http://www.nes.ru/
Email:
Phone: (7-495) 129-3722
Fax: (7-495) 129-1700
Postal: Nakhimovsky Pr. 47, Suite 1721, Moscow 117418
Handle: RePEc:edi:nerasru (more details at EDIRC)

Works

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Articles

  1. Vyacheslav Gorovoy & Vadim Linetsky, 2007. "Intensity-Based Valuation Of Residential Mortgages: An Analytically Tractable Model," Mathematical Finance, Wiley Blackwell, vol. 17(4), pages 541-573.
  2. Viatcheslav Gorovoi & Vadim Linetsky, 2004. "Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates," Mathematical Finance, Wiley Blackwell, vol. 14(1), pages 49-78.

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