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Filtering by: Creator Diallo, Nafi C Collections Masters Theses

The Valuation of Credit Default Swaps

Keyword:

Credit Risk, Credit Default Swap, Merton model, and Hazard rate approach

Creator:

Diallo, Nafi C

Advisor:

Roman, Luis J.

Publisher:

Worcester Polytechnic Institute

Date Created:

2006-01-11

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences