Search
Now showing items 1-2 of 2
Pricing of credit derivatives: focused on credit default swap and NTH - to - Default Swap
(Indian Institute of Management Ahmedabad, 2005)
Pricing models for credit derivatives
(Indian Institute of Management Ahmedabad, 2005)
Abstract
The project is an empirical research on the implementation of various credit risk models developed over the past several years. The pricing methodologies covered are 1. Reduced Form Modelling using Hull White ...