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An investigation into the mechanics and pricing of credit derivatives
Eraman, Direen
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2009-11
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Author
Eraman, Direen (1)
Subject
332.7 (1)
Arbitrage free pricing (1)
Asset swap packages (1)
Credit -- Management (1)
Credit derivatives (1)
Default digital swaps (1)
Default probabilities (1)
Forward spreads (1)
Hazard rates (1)
Martingales (1)
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Date Issued
2009 (1)
Has File(s)
Yes (1)