Copula functions: A semi-parametric approach to the pricing of basket credit derivatives
Master's
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| Main Author: | |
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| Other Authors: | |
| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/13200 |
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| Institution: | National University of Singapore |
| Language: | English |