Estimating the probabilities of default under the assumption of unobserved heterogeneity
Jacob Oded and Itzhak Venezia
| Year of publication: |
2024
|
|---|---|
| Authors: | Oded, Jacob ; Venezia, Itzhak |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4. - New Jersey : World Scientific, ISBN 978-981-12-6325-5. - 2024, p. 3255-3276
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| Subject: | Bond rating | Bond rating agencies | Bond failure rates | Transition probability matrix | Probability of default | Heterogeneity | Homogeneity | Markov chains | Kreditwürdigkeit | Credit rating | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Anleihe | Bond | Wahrscheinlichkeitsrechnung | Probability theory | Unternehmensanleihe | Corporate bond | Insolvenz | Insolvency | Theorie | Theory | Ratingagentur | Rating agency | Schätzung | Estimation | Länderrisiko | Country risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0098 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050045