Browsing 2007 MU theses - Access restricted to MU by Title "Dynamic models of credit ratings and default probabilities"
Now showing items 1-1 of 1
-
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 ...