VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL

Bachelor's

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Bibliographic Details
Main Author: LIU TIANTIAN
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202633
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2026332021-10-12T02:02:20Z VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL LIU TIANTIAN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T01:26:27Z 2021-10-12T01:26:27Z 2010 LIU TIANTIAN (2010). VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202633
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
LIU TIANTIAN
author LIU TIANTIAN
spellingShingle LIU TIANTIAN
VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL
author_sort LIU TIANTIAN
title VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL
title_short VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL
title_full VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL
title_fullStr VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL
title_full_unstemmed VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL
title_sort valuing cdo with correlated variance gamma model
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202633
_version_ 1715201142187622400