Analyzing Credit Risk Models In A Regime Switching Market
Recently, the financial world witnessed a series of major defaults by several institutions and investment banks. Therefore, it is not at all surprising that credit risk analysis have turned out to be one of the most important aspect among the finance community. As credit derivatives are long term in...
| Main Author: | |
|---|---|
| Other Authors: | |
| Language: | en_US |
| Published: |
2016
|
| Subjects: | |
| Online Access: | http://etd.iisc.ernet.in/handle/2005/2517 http://etd.ncsi.iisc.ernet.in/abstracts/3266/G25537-Abs.pdf |