Pricing of credit risk and credit risk derivatives : from theory to implementation

Master Thesis

2008

Permanent link to this Item
http://hdl.handle.net/11427/5614
Files
thesis_com_2008_sewnath_n.pdf (1.32 MB)
Authors
Sewnath, Neville
Supervisors
Abraham, Haim
Journal Title
Link to Journal
Journal ISSN
Volume Title
Publisher
Publisher

University of Cape Town

Department
Department of Mathematics and Applied Mathematics
Faculty
Faculty of Science
License
Series
Abstract
Includes abstract. Includes bibliographical references (leaves 223-230).
Description
Keywords
Financial Mathematics

Reference:

Sewnath, N. 2008. Pricing of credit risk and credit risk derivatives : from theory to implementation. University of Cape Town.

Collections
Masters