An evaluation model for downgrade protection (Q5950034)
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scientific article; zbMATH DE number 1679503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An evaluation model for downgrade protection |
scientific article; zbMATH DE number 1679503 |
Statements
An evaluation model for downgrade protection (English)
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22 July 2002
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downgrade protection
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credit spreads
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Markov chain
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credit rating
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