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Pricing of credit risk and credit risk derivatives : from theory to implementation

Includes abstract.
Includes bibliographical references (leaves 223-230).

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/5614
Date January 2008
CreatorsSewnath, Neville
ContributorsAbraham, Haim
PublisherUniversity of Cape Town, Faculty of Science, Department of Mathematics and Applied Mathematics
Source SetsSouth African National ETD Portal
LanguageEnglish
Detected LanguageEnglish
TypeMaster Thesis, Masters, MSc
Formatapplication/pdf

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