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

Includes abstract. Includes bibliographical references (leaves 223-230).

Bibliographic Details
Main Author:	Sewnath, Neville
Other Authors:	Abraham, Haim
Format:	Dissertation
Language:	English
Published:	University of Cape Town 2014
Subjects:	Financial Mathematics
Online Access:	http://hdl.handle.net/11427/5614

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spelling	ndltd-netd.ac.za-oai-union.ndltd.org-uct-oai-localhost-11427-56142020-10-06T05:11:40Z Pricing of credit risk and credit risk derivatives : from theory to implementation Sewnath, Neville Abraham, Haim Financial Mathematics Includes abstract. Includes bibliographical references (leaves 223-230). 2014-07-31T12:10:05Z 2014-07-31T12:10:05Z 2008 Master Thesis Masters MSc http://hdl.handle.net/11427/5614 eng application/pdf University of Cape Town Faculty of Science Department of Mathematics and Applied Mathematics
collection	NDLTD
language	English
format	Dissertation
sources	NDLTD
topic	Financial Mathematics
spellingShingle	Financial Mathematics Sewnath, Neville Pricing of credit risk and credit risk derivatives : from theory to implementation
description	Includes abstract. Includes bibliographical references (leaves 223-230).
author2	Abraham, Haim
author_facet	Abraham, Haim Sewnath, Neville
author	Sewnath, Neville
author_sort	Sewnath, Neville
title	Pricing of credit risk and credit risk derivatives : from theory to implementation
title_short	Pricing of credit risk and credit risk derivatives : from theory to implementation
title_full	Pricing of credit risk and credit risk derivatives : from theory to implementation
title_fullStr	Pricing of credit risk and credit risk derivatives : from theory to implementation
title_full_unstemmed	Pricing of credit risk and credit risk derivatives : from theory to implementation
title_sort	pricing of credit risk and credit risk derivatives : from theory to implementation
publisher	University of Cape Town
publishDate	2014
url	http://hdl.handle.net/11427/5614
work_keys_str_mv	AT sewnathneville pricingofcreditriskandcreditriskderivativesfromtheorytoimplementation
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Pricing of credit risk and credit risk derivatives : from theory to implementation

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