Credit risk and risk-neutral default probabilities : information about rating migrations and defaults
Year of publication: |
1998 ; Rev
|
---|---|
Authors: | Delianedis, Gordon ; Geske, Robert Leonard |
Institutions: | Bank of England (contributor) |
Publisher: |
London : Bank of England |
Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Theorie | Theory |
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