Credit risk models with Lévy processes
| dc.contributor.author | Luo, Ling | |
| dc.date.accessioned | 2025-05-29T14:55:25Z | |
| dc.date.available | 2025-05-29T14:55:25Z | |
| dc.date.issued | 2006 | |
| dc.identifier.doi | https://doi.org/10.7939/r3-4xre-0374 | |
| dc.language.iso | en | |
| dc.rights | This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for the purpose of private, scholarly or scientific research. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law. | |
| dc.subject | Lévy processes. | |
| dc.subject | Credit. Management. Mathematical models. | |
| dc.subject | Risk management. Mathematical models. | |
| dc.title | Credit risk models with Lévy processes | |
| dc.type | http://purl.org/coar/resource_type/c_46ec | |
| thesis.degree.grantor | http://id.loc.gov/authorities/names/n79058482 | |
| thesis.degree.level | Doctoral | |
| thesis.degree.name | Doctor of Philosophy in Mathematical Finance | |
| ual.date.graduation | 2006 | |
| ual.department | Department of Mathematical and Statistical Sciences | |
| ual.jupiterAccess | http://terms.library.ualberta.ca/public |
Files
Original bundle
1 - 1 of 1