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The valuation of credit default swaps

Thesis (M.S.)--Worcester Polytechnic Institute. / Keywords: Credit Default Swap; Hazard rate approach; Merton model; Credit Risk. Includes bibliographical references (p. 46-48).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/70057044
Date January 2005
CreatorsDiallo, Nafi C.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis

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