Rating migration and bond valuation : decomposing rating migration matrices from market data via default probability term structures
Year of publication: |
September 2017
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Authors: | Barnard, Brian |
Published in: |
Expert journal of finance. - Sibiu : Sprint Investify, ISSN 2359-7712, ZDB-ID 2758885-3. - Vol. 5.2017, p. 49-72
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Subject: | Default Probability | Default Risk | Credit Risk | Rating Migration | Bond Valuation | Optimization | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Finanzdienstleistung | Financial services | Unternehmensanleihe | Corporate bond | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Wahrscheinlichkeitsrechnung | Probability theory | Insolvenz | Insolvency | Optionspreistheorie | Option pricing theory |
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