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Filtering by: Creator Desrosiers, Mary Elizabeth Unit (Department) Mathematical Sciences

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

Keyword:

Credit Default Swaps and Credit Risk

Creator:

Desrosiers, Mary Elizabeth

Advisor:

Vermes, Domokos

Publisher:

Worcester Polytechnic Institute

Date Created:

2007-05-01

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences