Parameterizing credit risk models with rating data
| Year of publication: |
2001
|
|---|---|
| Authors: | Carey, Mark ; Hrycay, Mark |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 25.2001, 1, p. 197-270
|
| Publisher: |
Elsevier |