Three Essays on Credit Risk Models and Their Bayesian Estimation
Contributors: Blyth, Stephen; Lee, Yoonjung; Blyth, Stephen; Dasgupta, Tirthankar; Meng, Xiao-Li
Published: 2012
Language: eng
Description: This dissertation consists of three essays on credit risk models and their Bayesian estimation. In each essay, defaults or default correlation models are built under one of two main streams
Notes: Keywords: Bayesian Estimation, CDO, CDS, Credit Risk Model, Equity, Market Noise.

Thesis Ph.D. Harvard University 2012