Rating Migration and Bond Valuation : Decomposing Rating Migration Matrices from Market Data Via Default Probability Term Structures
Year of publication: |
2017
|
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Authors: | Barnard, Brian |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Kreditwürdigkeit | Credit rating | Wahrscheinlichkeitsrechnung | Probability theory | Unternehmensanleihe | Corporate bond | Portfolio-Management | Portfolio selection | Anleihe | Bond |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 23, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2972602 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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