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Merton model
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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
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Masters Theses
1
Year
2006
1
Creator
Diallo, Nafi C
1
Advisor
Roman, Luis J.
1
Contributor
Roman, Luis J.
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
1
