Use this URL to cite or link to this record in EThOS:
Title: Stochastic models of default intensity for derivatives and counterparty risk valuation
Author: Kechagioglou, Ioannis
ISNI:       0000 0004 2694 5440
Awarding Body: Imperial College London
Current Institution: Imperial College London
Date of Award: 2010
Availability of Full Text:
Access from EThOS:
Access from Institution:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available