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Lévy LIBOR model and credit risk /

Thesis (Ph.D.)--Hong Kong University of Science and Technology, 2007. / Includes bibliographical references (leaves 101-104). Also available in electronic version.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/181830058
Date January 2007
CreatorsHo, Siu Lam.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView abstract or full-text.

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