Type
Text
Type
Dissertation
Advisor
Kim, Aaron Young Shin
Date
2018-01-05
Keywords
Credit Derivatives | Finance | Credit Risk | Factor Copula Model | Quantitative Finance | Structural Model | Tempered Stable Process
Department
Department of Applied Mathematics and Statistics.
Source
This work is sponsored by the Stony Brook University Graduate School in compliance with the requirements for completion of degree.
Identifier
http://hdl.handle.net/11401/78442
Publisher
The Graduate School, Stony Brook University: Stony Brook, NY.
Format
application/pdf
Abstract
124 pages
Recommended Citation
Kim, Sung Ik, "Tempered Stable Credit Risk Models" (2018). Stony Brook Theses and Dissertations Collection, 2006-2020 (closed to submissions). 3906.
https://commons.library.stonybrook.edu/stony-brook-theses-and-dissertations-collection/3906