Correlations in firm default behavior
Thesis (S.M.)--Massachusetts Institute of Technology, System Design and Management Program, 2009. === Cataloged from PDF version of thesis. === Includes bibliographical references (p. 67-68). === Modeling credit risk using Structural and Reduced Form models has been a popular and apropos topic of re...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | English |
| Published: |
Massachusetts Institute of Technology
2010
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/55245 |