Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.617773
Title: Essays on credit risk
Author: Zhou, Ping
ISNI:       0000 0004 5351 8604
Awarding Body: London School of Economics and Political Science (University of London)
Current Institution: London School of Economics and Political Science (University of London)
Date of Award: 2014
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Abstract:
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.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.617773  DOI: Not available
Keywords: HF Commerce ; HG Finance
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