Pricing CDS with stochastic intensity
Author(s)
Tavlas, Constantinos
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
Format Extent
744113 bytes
Creator
Tavlas, Constantinos
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