The Mathematical Institute, University of Oxford, Eprints Archive

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Number of items: 2.

Haworth, H

Haworth, Helen and Reisinger, Christoph and Shaw, William (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

Haworth, Helen and Reisinger, Christoph and Shaw, William (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

Reisinger, C

Haworth, Helen and Reisinger, Christoph and Shaw, William (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

Haworth, Helen and Reisinger, Christoph and Shaw, William (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

Shaw, W

Haworth, Helen and Reisinger, Christoph and Shaw, William (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

Haworth, Helen and Reisinger, Christoph and Shaw, William (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

This list was generated on Mon Oct 8 14:21:43 2012 BST.