Credit derivatives : market dimensions, correlation with equity and implied option volatility, regression modeling and statistical price risk

Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2004.

Bibliographic Details
Main Author:	Kureshy, Imran, A., 1965-
Other Authors:	S.P. Kothari.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2005
Subjects:	Sloan School of Management.
Online Access:	http://hdl.handle.net/1721.1/17896

Internet

http://hdl.handle.net/1721.1/17896