Multiple ratings model of defaultable term structure
Year of publication: |
2000
|
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Authors: | Bielecki, Tomasz R. ; Rutkowski, Marek |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 10.2000, 2, p. 125-139
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Subject: | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Theorie | Theory |
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