Title of article
Implied migration rates from credit barrier models
Author/Authors
Claudio Albanese، نويسنده , , Oliver X. Chen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
20
From page
607
To page
626
Keywords
Credit risk modelling , Credit ratings , Default probabilities , Credit spreads
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193837
Link To Document