Browsing 2007 Theses (MU) by Thesis Advisor "Miller, Douglas, 1965-"
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Dynamic models of credit ratings and default probabilities
(University of Missouri--Columbia, 2007)[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] The upheaval in the capital markets since 1997 has highlighted the need for orderly stress testing of banks' portfolios, including both their trading ...