Pricing and hedging credit-risky derivatives using corporate bonds
Includes bibliographical references. === The benefits of being a bondholder are well appreciated and documented in the world of investments. However, most of these holdings are in the risk free (no chances of defaulting) government bonds (Treasuries). It follows then that by investing in the riskier...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/6954 |