Quantitative risk estimation in the credit default swap market using extreme value theory /
Moloney, Kitty.
Raghavendra, S.(Srinivas),1970-
National University of Ireland, Galway.Department of Economics.
Galway : Department of Economics, National University of Ireland, Galway,
2010.
Author's surname misspelt on t.p.
Includes bibliographical references.
Credit derivatives
Extreme value theory.
Risk assessment.