A Dynamic Correlation Model for Pricing Credit Derivatives in A Lattice Framework
Ph.D
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| Main Author: | |
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2011
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/25053 |
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| Institution: | National University of Singapore |
| Language: | English |