Three Essays on Credit Risk Quantification
The dissertation thesis deals with modeling and estimating credit risk. In the thesis we particularly focus on the credit risk of retail, and more exactly mortgage, debtors. The thesis is organized into three separate papers with a common theme, which is a development of a credit risk measurement me...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
2014
|
| Online Access: | http://www.nusl.cz/ntk/nusl-336106 |