Rating migration and bond valuation : a historical interest rate and default probability term structures
Brian Barnard
| Year of publication: |
2018
|
|---|---|
| Authors: | Barnard, Brian |
| Published in: |
Expert journal of finance. - Sibiu : Sprint Investify, ISSN 2359-7712, ZDB-ID 2758885-3. - Vol. 6.2018, 1, p. 16-39
|
| Subject: | default probability | default risk | credit risk | rating migration | bond valuation | optimization | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Kreditwürdigkeit | Credit rating | Unternehmensanleihe | Corporate bond | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Anleihe | Bond | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/3862 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012053529