Efficient estimation of transition rates between credit ratings from observations at discrete time points

Mogens Bladt and Michael Sørensen

Year of publication:	Jan. 2006
Other Persons:	Bladt, Mogens (contributor) ; Sørensen, Michael (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Markov-Kette \| Markov chain \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Kreditwürdigkeit \| Credit rating \| Mathematik \| Mathematics

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