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Title: Using the issuer specific yield curve in the pricing of credit derivatives : an empirical study of the credit default swap market and pricing models
Author: Tang, Stephen Man Yiu.
ISNI:       0000 0001 3498 4659
Awarding Body: University of Reading
Current Institution: University of Reading
Date of Award: 2007
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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