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

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dc.contributor.advisorAbraham, Haimen_ZA
dc.contributor.authorSewnath, Nevilleen_ZA
dc.date.accessioned2014-07-31T12:10:05Z
dc.date.available2014-07-31T12:10:05Z
dc.date.issued2008en_ZA
dc.description.abstractIncludes abstract. Includes bibliographical references (leaves 223-230).en_ZA
dc.identifier.apacitationSewnath, N. (2008). <i>Pricing of credit risk and credit risk derivatives : from theory to implementation</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics. Retrieved from http://hdl.handle.net/11427/5614en_ZA
dc.identifier.chicagocitationSewnath, Neville. <i>"Pricing of credit risk and credit risk derivatives : from theory to implementation."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2008. http://hdl.handle.net/11427/5614en_ZA
dc.identifier.citationSewnath, N. 2008. Pricing of credit risk and credit risk derivatives : from theory to implementation. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Sewnath, Neville AB - Includes abstract. Includes bibliographical references (leaves 223-230). DA - 2008 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2008 T1 - Pricing of credit risk and credit risk derivatives : from theory to implementation TI - Pricing of credit risk and credit risk derivatives : from theory to implementation UR - http://hdl.handle.net/11427/5614 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/5614
dc.identifier.vancouvercitationSewnath N. Pricing of credit risk and credit risk derivatives : from theory to implementation. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2008 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/5614en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Mathematics and Applied Mathematicsen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherFinancial Mathematicsen_ZA
dc.titlePricing of credit risk and credit risk derivatives : from theory to implementationen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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