Bond Valuation : Modelling Downgrade Risk and Default Risk Based on Rating Migration Variation As Uncertainty Over the Investment Horizon Through Optimization
Year of publication: |
2019
|
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Authors: | Barnard, Brian |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risiko | Risk | Kreditwürdigkeit | Credit rating |
Extent: | 1 Online-Ressource (68 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 3, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3463594 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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