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CDO Pricing within the Reduced-Form Framework: Models of Dynamic Correlation
Author(s)
Jogia, Hiren
Type
Dissertation
Version
Imperial Users only
Date Issued
2006
Date Awarded
2006
URI
Format Extent
219673 bytes
Creator
Jogia, Hiren
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance