A new model and its numerical method to identify multi credit migration boundaries (Q5028611)
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scientific article; zbMATH DE number 7472017
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new model and its numerical method to identify multi credit migration boundaries |
scientific article; zbMATH DE number 7472017 |
Statements
A new model and its numerical method to identify multi credit migration boundaries (English)
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10 February 2022
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credit rating migration
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credit risk
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structure model
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free boundary
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corporate bond
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firm asset value
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0.8608640432357788
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0.8593276739120483
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0.8218523263931274
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0.8157233595848083
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