Rating migration and bond valuation : decomposing rating migration matrices from market data via default probability term structures

Barnard, Brian

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/1333

Title:

Rating migration and bond valuation : decomposing rating migration matrices from market data via default probability term structures

Journal:

Expert journal of finance

Authors:

Barnard, Brian

e-ISSN:

2359-7712

Document Type:

Article

Year of Publication:

2017

Language:

English (eng)

Citation:

Barnard, Brian (2017). Rating migration and bond valuation : decomposing rating migration matrices from market data via default probability term structures. In: Expert journal of finance 5 S. 49 - 72.

Appears in Collections:

Expert journal of finance

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