Local intensity and its dynamics in multi-name credit derivatives modeling

Description

Thesis (Ph. D.)--Rutgers University, 2010. / "Graduate Program in Mathematics." Includes bibliographical references (p. 85-86).

Links & Downloads

1. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150

Tags

Mathematics. Credit derivatives

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/607521046
Date	January 2010
Creators	Shi, Ming,
Source Sets	OCLC
Language	English
Detected Language	English