CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION (Q2941063)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION |
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CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION (English)
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21 January 2015
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credit migrations models
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partial and delayed information
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corporate bonds
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credit derivatives
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phase-type distributions
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