Professional Master's Project in partial fulfillment of the requirements for the degree of Master of Science (M.S.)--Worcester Polytechnic Institute. / Keywords: first-to-default baskets; multi-name credit derivatives; copula functions. Includes bibliographical references (leaf 29 ).
| Identifer | oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/228295709 |
| Date | January 2008 |
| Creators | Liu, Xinjia. |
| Publisher | Worcester, Mass. : Worcester Polytechnic Institute, |
| Source Sets | OCLC |
| Language | English |
| Detected Language | English |
| Source | Link to electronic thesis |
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