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Pricing of credit risk and credit risk derivatives : from theory to implementation
Includes abstract. Includes bibliographical references (leaves 223-230).
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Mathematics and Applied Mathematics
2014
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| _version_ | 1867613879512596480 |
|---|---|
| access_status_str | Open Access |
| author | Sewnath, Neville |
| author2 | Abraham, Haim |
| author_browse | Abraham, Haim Sewnath, Neville |
| author_facet | Abraham, Haim Sewnath, Neville |
| author_sort | Sewnath, Neville |
| collection | Thesis |
| description | Includes abstract.
Includes bibliographical references (leaves 223-230). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/5614 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:43:09.855Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Mathematics and Applied Mathematics |
| publisherStr | Department of Mathematics and Applied Mathematics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/5614 Pricing of credit risk and credit risk derivatives : from theory to implementation Sewnath, Neville Abraham, Haim Financial Mathematics Includes abstract. Includes bibliographical references (leaves 223-230). 2014-07-31T12:10:05Z 2014-07-31T12:10:05Z 2008 Master Thesis Masters MSc http://hdl.handle.net/11427/5614 eng application/pdf Department of Mathematics and Applied Mathematics Faculty of Science University of Cape Town |
| spellingShingle | Financial Mathematics Sewnath, Neville Pricing of credit risk and credit risk derivatives : from theory to implementation |
| thesis_degree_str | Master's |
| title | Pricing of credit risk and credit risk derivatives : from theory to implementation |
| title_full | Pricing of credit risk and credit risk derivatives : from theory to implementation |
| title_fullStr | Pricing of credit risk and credit risk derivatives : from theory to implementation |
| title_full_unstemmed | Pricing of credit risk and credit risk derivatives : from theory to implementation |
| title_short | Pricing of credit risk and credit risk derivatives : from theory to implementation |
| title_sort | pricing of credit risk and credit risk derivatives from theory to implementation |
| topic | Financial Mathematics |
| url | http://hdl.handle.net/11427/5614 |
| work_keys_str_mv | AT sewnathneville pricingofcreditriskandcreditriskderivativesfromtheorytoimplementation |