Rating migrations
Steffi Höse, Stefan Huschens and Robert Wania
| Year of publication: |
2009
|
|---|---|
| Authors: | Höse, Steffi ; Huschens, Stefan ; Wania, Robert |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 105-123
|
| Subject: | rating tranistions | Kreditwürdigkeit | Credit rating | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection | Bank | Theorie | Theory | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003746005