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Credit Default Swaps
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Survival Probability and Intensity Derived from Credit Default Swaps
Keyword:
Credit Default Swaps
and
survival probability
Creator:
Lan, Yi
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-01-13
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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
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Creator
Desrosiers, Mary Elizabeth
1
Lan, Yi
1
Advisor
Blais, Marcel Y.
1
Vermes, Domokos
1
Contributor
Blais, Marcel Y.
1
Vermes, Domokos
1
Unit (Department)
Mathematical Sciences
2
Publisher
Worcester Polytechnic Institute
2
Resource type
Report
2
