Not logged in.

Contribution Details

Type Bachelor's Thesis
Scope Discipline-based scholarship
Title Has the ability of Merton's option pricing model to predict default risk changed in the 21st century? - Especially what happened after 2007?
Organization Unit
Authors
  • Simon Friedrich Wesch
Supervisors
  • Marc Chesney
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Number of Pages 40
Date 2012
PDF File Download
Export BibTeX