IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
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http://hdl.handle.net/11718/20700| Title: | Pricing of credit derivatives: focused on credit default swap and NTH - to - Default Swap |
| Other Titles: | |
| Authors: | Varma, Gourav |
| Keywords: | Credit derivatives;Credit default swap;Single credit modeling |
| Issue Date: | 2005 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;001159 |
| URI: | http://hdl.handle.net/11718/20700 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2005_1159.pdf Restricted Access | 853.53 kB | Adobe PDF | View/Open Request a copy |
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