Browsing Computer Science & Engineering by Author "Lam, Robert"

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    • Credit default swap pricing using artificial neural networks 

      Shaban, Khaled; Younes, Abdunnaser; Lam, Robert; Allison, Michael; Kathirgamanathan, Shajeehan (2010 , Conference Paper)
      The credit derivatives market has experienced unprecedented growth over the past few years. As such, there is a growing interest in tools for pricing the most prominent credit derivative, the credit default swap. In this ...