Reduced-form models with regime switching: an empirical analysis for corporate bonds.
Wong, Tsz-Lim. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. === Includes bibliographical references (leaves 48-51). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Reduced-Form Model --- p.5 === Chapter 2.1 --- Information and Probabil...
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| Format: | Others |
| Language: | English Chinese |
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2007
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| Online Access: | http://library.cuhk.edu.hk/record=b5893202 http://repository.lib.cuhk.edu.hk/en/item/cuhk-325955 |