The regime-switching structural default risk model
Year of publication: |
2024
|
---|---|
Authors: | Milidonis, Andreas ; Chisholm, Kevin |
Subject: | bond ratings | default risk | MLE | regime switching | Kreditrisiko | Credit risk | Anleihe | Bond | Kreditwürdigkeit | Credit rating | Markov-Kette | Markov chain | Theorie | Theory | Unternehmensanleihe | Corporate bond | Insolvenz | Insolvency | Zinsstruktur | Yield curve | Risikomanagement | Risk management |
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