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Filtering by: Creator Desrosiers, Mary Elizabeth

1. Prices of Credit Default Swaps and the Term Structure of Credit Risk

Keyword:: Credit Default Swaps and Credit Risk
Creator:: Desrosiers, Mary Elizabeth
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-05-01
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences