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Using the issuer specific yield curve in the pricing of credit derivatives : an empirical study of the credit default swap market and pricing models

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Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:440103
Date January 2007
CreatorsTang, Stephen Man Yiu
PublisherUniversity of Reading
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation

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