随机利率下CDS动态价格的研究.pdfVIP

Submitted in total fulfilment of the requirements for the degree of Master in Mathematics A Study about the Dynamics of the CDS Pricing with Stochastic rate MA JING Supervisor: Associated Prof. XIONG DEWEN DEPART OF MATHMATICS , SCHOOL OF SCIENCE SHANGHAI JIAO TONG UNIVERSITY SHANGHAI , P.R.CH