Essays on credit risk
Zhou, P.
(2014).
Essays on credit risk
[Doctoral thesis]. London School of Economics and Political Science.
The thesis presents my work on the modelling, explanation and prediction of credit risk through three channels: (binary) default indicator, (ordinal) credit ratings and (continuous) CDS spreads.
| Item Type | Thesis (Doctoral) |
|---|---|
| Copyright holders | © 2014 Ping Zhou |
| Departments | LSE > Academic Departments > Finance |
| Supervisor | Anderson, Ronald |
| Date Deposited | 26 Jan 2026 |
| URI | https://researchonline.lse.ac.uk/id/eprint/131964 |