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Title: Modelling credit portfolio correlation skew and stochastic recovery rates
Author: Chang, Feng.
ISNI:       0000 0001 3577 1487
Awarding Body: Imperial College London
Current Institution: Imperial College London
Date of Award: 2008
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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