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Filtering by: Keyword Credit Default Swap Publisher Worcester Polytechnic Institute

Keyword:: Credit Risk, Credit Default Swap, Merton model, and Hazard rate approach
Creator:: Diallo, Nafi C
Advisor:: Roman, Luis J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-01-11
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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