Pricing credit swaptions under affine term structure models /

Description

Includes bibliographical references (p. 32-34).

Links & Downloads

1. http://library.ust.hk/cgi/db/thesis.pl?MATH%202009%20YUEN

Tags

Pricing Credit derivatives

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/492634074
Date	January 2009
Creators	Yuen, Chi Hung.
Source Sets	OCLC
Language	English
Detected Language	English
Source	View abstract or full-text.