Princeton University Library Catalog

Explaining Credit Default Swap Premia: Analyzing the Relationship Between Global CDS Spreads and Stochastically Modeled Corporate Default Probabilities

Author/​Artist:
Wang, Jonathan Hung-Yu [Browse]
Format:
Senior thesis
Language:
English
Advisor(s):
Fan, Jianqing [Browse]
Department:
Princeton University. Department of Operations Research and Financial Engineering [Browse]
Class year:
2012
Description:
175 Pages
Restrictions note:
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.