Use this URL to cite or link to this record in EThOS:
Title: Affine jump diffusion models for the pricing of credit default swaps
Author: Lahiri, Joydeep
ISNI:       0000 0004 2698 1345
Awarding Body: The University of Reading
Current Institution: University of Reading
Date of Award: 2009
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Not available Qualification Level: Doctoral
EThOS ID:  DOI: Not available