مرکز منطقه ای اطلاع رساني علوم و فناوري - Implied migration rates from credit barrier models

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 :

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 :