The thesis presents my work on the modelling, explanation and prediction of credit risk through three channels: (binary) default indicator, (ordinal) credit ratings and (continuous) CDS spreads.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:617773 |
| Date | January 2014 |
| Creators | Zhou, Ping |
| Publisher | London School of Economics and Political Science (University of London) |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | http://etheses.lse.ac.uk/945/ |
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