Pricing portfolio credit derivatives
By: Alexander Herbertsson
Contributors: Göteborgs universitet. Nationalekonomiska institutionen
Series: Economic studies / Department of Economics, School of Business, Economics and Law, Göteborg University -- 164
Publisher: Göteborg University
Published: 2007
Place of publication: Göteborg
Language: eng
ISBN-13: 9789185169238
Subjects: Credit derivatives; Mathematical models; Portfolio management
Notes: Added t.p. with thesis statement inserted.

Thesis (doctoral)--Göteborg University, 2007.

Includes bibliographical references.