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Title :Affine stochastic process in credit risk modelling
Creator :Mpisiotis, Konstantinos
Contributor :Giannakopoulos, A. (Επιβλέπων καθηγητής)
Athens University of Economics and Business, Department of Statistics (Degree granting institution)
Publisher :Athens University of Economics and Business
Type :Text
Extent :140p.
Language :en
Abstract :Thesis - Athens University of Economics and Business. Postgraduate, Department of Statistics
Subject :Credit
Credit policy
Economic models
Date Issued :05-2007

File: 81295.pdf

Type: application/pdf