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Essays on credit risk

Zhou, Ping (2014) Essays on credit risk. PhD thesis, The London School of Economics and Political Science (LSE).

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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)
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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