BAYESIAN MIGRATION IN CREDIT RATINGS BASED ON PROBABILITIES OF DEFAULT
| Year of publication: |
2002
|
|---|---|
| Authors: | Das, Sanjiv R. ; Fan, Rong ; Geng, Gary |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 12.2002, 3, p. 17-23
|