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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01c247dv27f
Title: Explaining Credit Default Swap Premia: Analyzing the Relationship Between Global CDS Spreads and Stochastically Modeled Corporate Default Probabilities
Authors: Wang, Jonathan Hung-Yu
Advisors: Fan, Jianqing
Department: Operations Research and Financial Engineering
Class Year: 2012
Extent: 175 Pages
Format: Contains color or special media
Other Identifiers: 26295
URI: http://arks.princeton.edu/ark:/88435/dsp01c247dv27f
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2016

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