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Synthetic CDO Pricing and Hedging using Two-Factor Portfolio Credit Model
Author(s)
Fan, Haijian
Type
Dissertation
Version
Imperial Users only
Date Issued
2007
Date Awarded
2007
URI
Format Extent
432518 bytes
Creator
Fan, Haijian
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering