?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=http%3A%2F%2Fmiis.maths.ox.ac.uk%2Fmiis%2F254%2F&rft.title=Multi-Name+Credit+Derivatives&rft.creator=Campbell%2C+Kristen&rft.creator=Chen%2C+Yun&rft.creator=Edwards%2C+David+A.&rft.creator=Li%2C+Yanyan&rft.creator=O%E2%80%99Connell%2C+Sean&rft.creator=Patterson%2C+Ryshon&rft.creator=Schleiniger%2C+Gilberto&rft.creator=Schneider%2C+Jodi&rft.creator=Tourrucoo%2C+Fabricio&rft.creator=Yang%2C+Gehua&rft.creator=Yuan%2C+Juan-Ming&rft.subject=Finance&rft.description=The+problem+addressed+in+this+report+is+that+of+pricing+multi-name+credit+derivatives.+These+are+default+guarantee+contracts+on+a+basket+of+%E2%80%9Cnames%E2%80%9D+whose+default+rates+are+correlated.&rft.date=2001&rft.type=Study+Group+Report&rft.type=NonPeerReviewed&rft.format=application%2Fpdf&rft.language=en&rft.identifier=http%3A%2F%2Fmiis.maths.ox.ac.uk%2Fmiis%2F254%2F1%2Fnomura01.pdf&rft.identifier=++Campbell%2C+Kristen+and+Chen%2C+Yun+and+Edwards%2C+David+A.+and+Li%2C+Yanyan+and+O%E2%80%99Connell%2C+Sean+and+Patterson%2C+Ryshon+and+Schleiniger%2C+Gilberto+and+Schneider%2C+Jodi+and+Tourrucoo%2C+Fabricio+and+Yang%2C+Gehua+and+Yuan%2C+Juan-Ming++(2001)+Multi-Name+Credit+Derivatives.++%5BStudy+Group+Report%5D+++++