Essays on quantitative risk management
The costly lessons from global crisis in the past decade reinforce the importance as well as challenges of risk management. This thesis explores several core concepts of quantitative risk management and provides further insight. We start with rating migration risk and propose a Mixture of Markov Cha...
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City University London
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.585382 |