Essays on Correlation Modelling

OPEN ARCHIVE

Union Jack
Dannebrog

Essays on Correlation Modelling

Show simple item record

dc.contributor.author Stenbo Nielsen, Mads
dc.date.accessioned 2011-11-02
dc.date.accessioned 2011-12-06T10:55:33Z
dc.date.available 2011-12-06T10:55:33Z
dc.date.issued 2011-11-06
dc.identifier.isbn 9788792842237
dc.identifier.isbn 9788792842220
dc.identifier.uri http://hdl.handle.net/10398/8370
dc.description.abstract The thesis consists of three essays that cover different aspects of correlation modelling in corporate default risk. Each essay is self-contained and can be read independently. Essay I: Correlation in corporate defaults: Contagion or conditional independence? Essay II: Systematic and idiosyncratic default risk in synthetic credit markets. Essay III: Credit spreads across the business cycle. en_US
dc.format.extent 186 en_US
dc.language eng en_US
dc.publisher Copenhagen Business School en_US
dc.relation.ispartofseries PhD Series;31.2011
dc.title Essays on Correlation Modelling en_US
dc.type phd en_US
dc.accessionstatus modt11dec06 lbjl en_US
dc.contributor.corporation Copenhagen Business School. CBS en_US
dc.contributor.department Institut for Finansiering en_US
dc.contributor.departmentshort FI en_US
dc.contributor.departmentuk Department of Finance en_US
dc.contributor.departmentukshort FI en_US
dc.idnumber 9788792842237 en_US
dc.publisher.city Frederiksberg en_US
dc.publisher.year 2011 en_US


Creative Commons License This work is licensed under a Creative Commons License.

Files Size Format View
Mads_Stenbo_Nielsen.pdf 4.799Mb PDF View/Open Ph.d. thesis

This item appears in the following Collection(s)

Show simple item record