Structural credit risk models and the determinants of credit default swap spreads
Following the financial innovation and the consequences of the recent 2008-2009 global financial crisis, the interest and resources allocated into measuring and modelling credit risk has seen a major increase by researchers and practitioners over the last decades. The main objective of this thesis i...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10071/24068 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/24068 |