Zhou, Ping (2014) Essays on credit risk. PhD thesis, London School of Economics and Political Science.
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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.
| Item Type: | Thesis (PhD) |
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| Additional Information: | © 2014 Ping Zhou |
| Library of Congress subject classification: | H Social Sciences > HF Commerce H Social Sciences > HG Finance |
| Sets: | Departments > Finance |
| Supervisor: | Anderson, Ron |
| URI: | http://etheses.lse.ac.uk/id/eprint/945 |
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