Implied migration rates from credit barrier models

Implied migration rates from credit barrier models

10.1016/j.jbankfin.2005.04.011

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Bibliographic Details
Main Authors: Albanese, C., Chen, O.X.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Credit ratings
Credit risk modelling
Credit spreads
Default probabilities
Online Access:http://scholarbank.nus.edu.sg/handle/10635/103402
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Institution: National University of Singapore
Description
Summary:10.1016/j.jbankfin.2005.04.011

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