A collection of problems in credit risk modeling

K.P. Banachewicz

Research output: PhD Thesis › PhD-Thesis - Research and graduation internal

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Original language	English
Qualification	PhD
Awarding Institution	Vrije Universiteit Amsterdam
Supervisors/Advisors	van der Vaart, A.W., Supervisor Lucas, André, Supervisor Boshuizen, F.A., Co-supervisor
Award date	16 Jun 2009
Publication status	Published - 2009

Keywords

credit risk
default rates
forecasting
statistical modeling

Access to Document

CoverFinal published version, 2.45 MB
Title pageFinal published version, 21.4 KB
Abstract dutchFinal published version, 17.1 KB
Abstract englishFinal published version, 20.3 KB
Table of contentsFinal published version, 95.8 KB
Preliminary matterFinal published version, 165 KB
Chapter 1Final published version, 188 KB
Chapter 5Final published version, 214 KB
Chapter 6Final published version, 206 KB
End matterFinal published version, 119 KB

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Chapter 2
Final published version, 242 KB
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Chapter 3
Final published version, 286 KB
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Chapter 4
Final published version, 1.9 MB
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