Stochastic models of default intensity for derivatives and counterparty risk valuation
Author(s)
Kechagioglou, Ioannis
Type
Thesis
Version
Open Access
Date Issued
2010
Date Awarded
2010
Format Extent
4250379 bytes
Copyright Statement
Attribution NoDerivatives 4.0 International Licence (CC BY-ND)
Creator
Kechagioglou, Ioannis
Publisher Institution
Imperial College London
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)