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Title: Modelling portfolio credit derivatives within the default-time copula framework
Author: Bostock, Lee Anthony.
Awarding Body: Imperial College London (University of London)
Current Institution: Imperial College London
Date of Award: 2005
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: null Credit derivatives Portfolio management Finance Mathematical models Securities