Pricing Credit Derivatives with Rating Transitions

Financial Analysts Journal 2002 / 05 Vol. 58; Iss. 3

Pricing Credit Derivatives with Rating Transitions

Acharya, Viral V., Das, Sanjiv Ranjan, Sundaram, Rangarajan K.
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Volume:
58
Language:
english
Journal:
Financial Analysts Journal
DOI:
10.2469/faj.v58.n3.2536
Date:
May, 2002
File:
PDF, 428 KB
english, 2002
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