Mathematical models of credit management and credit derivatives

>Magister Scientiae - MSc === The first two chapters give the background, history and overview of the dissertation, together with the necessary mathematical preliminaries. Thereafter, the next four chapters deal with credit risk and credit derivatives.The final part of the dissertation is devoted...

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Bibliographic Details
Main Author: Khatywa, Thembalethu
Other Authors: Witbooi, Peter J.
Language:en
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/11394/3529