Modeling credit risky bonds and credit derivatives

Modeling credit risky bonds and credit derivatives

Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1997.

Bibliographic Details
Main Author: Roberts, Max F
Other Authors: Andrew W. Lo.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2005
Subjects:
Sloan School of Management
Online Access:http://hdl.handle.net/1721.1/10169

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