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Title: Default and market risks of contingent claims.
Author: Choong, Lily Siew Li.
ISNI:       0000 0001 3547 9312
Awarding Body: University of Southampton
Current Institution: University of Southampton
Date of Award: 1998
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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: Credit risk; Default risk; Vulnerable options