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No arbitrage approach for pricing credit spread derivatives /

Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2002. / Includes bibliographical references (leaves 33-35). Also available in electronic version. Access restricted to campus users.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/51098715
Date January 2002
CreatorsChu, Chi Chiu.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView Abstract or Full-Text.

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