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筛选: 关键词 Credit Default Swap

The Valuation of Credit Default Swaps

关键词:

Credit Risk, Credit Default Swap, Merton model, and Hazard rate approach

创造者:

Diallo, Nafi C

Advisor:

Roman, Luis J.

出版者:

Worcester Polytechnic Institute

创建日期:

2006-01-11

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences