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Prices of Credit Default Swaps and the Term Structure of Credit Risk

Stichwort:

Credit Default Swaps and Credit Risk

Schöpfer:

Desrosiers, Mary Elizabeth

Advisor:

Vermes, Domokos

Herausgeber:

Worcester Polytechnic Institute

Datum erstellt:

2007-05-01

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences