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Pricing of Credit Derivatives

Hughston, LP; (1996) Pricing of Credit Derivatives. IFR Financial Derivatives and Risk Management , No. 5 11 - 16.

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Type: Article
Title: Pricing of Credit Derivatives
UCL classification: UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Mathematics
URI: http://discovery.ucl.ac.uk/id/eprint/1365308
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