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Credit Risk
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Risk Analysis for Corporate Bond Portfolios
Keyword:
Fama-French multi-factor model
,
Value at Risk
,
Credit Risk
,
liquidity risk
, and
market risk
Creator:
Zhao, Yunfeng
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-05-02
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Analysis for Corporate Bond Portfolios
Keyword:
Credit Risk
,
Fama-French multi-factor model
,
Value at Risk
,
liquidity risk
, and
market risk
Creator:
Jiang, Qizhong
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-05-02
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Prices of Credit Default Swaps and the Term Structure of Credit Risk
Keyword:
Credit Default Swaps
and
Credit Risk
Creator:
Desrosiers, Mary Elizabeth
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-05-01
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
The Valuation of Credit Default Swaps
Keyword:
Credit Risk
,
Credit Default Swap
,
Merton model
, and
Hazard rate approach
Creator:
Diallo, Nafi C
Advisor:
Roman, Luis J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2006-01-11
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Creator
Desrosiers, Mary Elizabeth
1
Diallo, Nafi C
1
Jiang, Qizhong
1
Zhao, Yunfeng
1
Advisor
Blais, Marcel Y.
2
Roman, Luis J.
1
Vermes, Domokos
1
Contributor
Blais, Marcel Y.
2
Roman, Luis J.
1
Vermes, Domokos
1
Unit (Department)
Mathematical Sciences
4
Publisher
Worcester Polytechnic Institute
4
Resource type
Thesis
3
Report
1
