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Prices of credit default swaps and the term structure of credit risk

Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: Credit risk; Credit default swaps. Includes bibliographical references (leaf 32).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/166325168
Date January 2007
CreatorsDesrosiers, Mary Elizabeth.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis

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