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On default correlation: A comparison between structural and Li model in pricing CDO
Author(s)
Diurni, Lorenzo
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
URI
Format Extent
403257 bytes
Creator
Diurni, Lorenzo
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