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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, 2000-2023 |
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