Credit Ratings As a Determinant of Credit Default Swap Spreads: A Study on the S&P 500 Index from 2005 to 2009
Author(s)
Kuk, Yvonne
Type
Dissertation
Version
Imperial Users only
Date Issued
2010
Date Awarded
2010
Format Extent
453441 bytes
Creator
Kuk, Yvonne
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering