Modelling credit portfolio correlation skew and stochastic recovery rates

Bibliographic Details
Main Author:	Chang, Feng
Published:	Imperial College London 2008
Subjects:	332.64570113
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.445331

id	ndltd-bl.uk-oai-ethos.bl.uk-445331
record_format	oai_dc
spelling	ndltd-bl.uk-oai-ethos.bl.uk-4453312015-03-19T10:14:32ZModelling credit portfolio correlation skew and stochastic recovery ratesChang, Feng2008332.64570113Imperial College Londonhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.445331Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	332.64570113
spellingShingle	332.64570113 Chang, Feng Modelling credit portfolio correlation skew and stochastic recovery rates
author	Chang, Feng
author_facet	Chang, Feng
author_sort	Chang, Feng
title	Modelling credit portfolio correlation skew and stochastic recovery rates
title_short	Modelling credit portfolio correlation skew and stochastic recovery rates
title_full	Modelling credit portfolio correlation skew and stochastic recovery rates
title_fullStr	Modelling credit portfolio correlation skew and stochastic recovery rates
title_full_unstemmed	Modelling credit portfolio correlation skew and stochastic recovery rates
title_sort	modelling credit portfolio correlation skew and stochastic recovery rates
publisher	Imperial College London
publishDate	2008
url	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.445331
work_keys_str_mv	AT changfeng modellingcreditportfoliocorrelationskewandstochasticrecoveryrates
_version_	1716773328662822912

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