Credit risk valuation with rating transitions and partial information (Q2941063)
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scientific article; zbMATH DE number 6389036
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Credit risk valuation with rating transitions and partial information |
scientific article; zbMATH DE number 6389036 |
Statements
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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0.7870314717292786
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0.7866817712783813
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0.7611563801765442
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0.7590503692626953
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0.7463575005531311
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