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- 2013
-
Mark
Predicting Default – Moody’s, Merton, Logit – which is more accurate?
(
- Master (One yr)
-
Mark
Bankruptcy Prediction with Financial Ratios - Examining Differences across Industries and Time
(
- Master (One yr)
-
Mark
The effect of credit rating announcements on CDS spreads - an empirical study of the European, American and Asian-Pacific CDS markets
(
- Bach. Degree
-
Mark
Merton's Model Explaining CDS Spreads - a panel data study of OMX Stockholm traded firms
(
- Master (One yr)
- 2012
-
Mark
Rating Changes - Can they be predicted with the Merton model?
(
- Master (One yr)
- 2011
-
Mark
Stock Prices and CDS-spreads as Bank Default Indicators in the European Banking Sector
(
- Master (One yr)
-
Mark
Assessing the default risk of Chinese public companies in the energy industry with the KMV model
(
- Master (One yr)
- 2010
-
Mark
Examining the changes in Probability to Default before and during the financial crisis with an industry specific perspective
(
- Master (One yr)
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Mark
Market Models vs. Accounting Models - Default prediction during the financial turmoil
(
- Bach. Degree
- 2009
-
Mark
Credit default swaps and CreditGrades: Evidence from the Nordic markets
(
- Master (One yr)