Credit Migration Risk and Point in Time Credit Dynamics: A New Perspective for Credit Risk Management
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Published:2011
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Author:
Dalessandro Antonio
Reference29 articles.
1. Credit barrier models in a discrete framework;C Albanese;Proceedings of the American Mathematical Society Snowbird conference,2003
2. Credit migration risk modeling
3. Error Bound for the Trapezoidal Rule;Ed Bender;Lecture Notes,2008
4. The Euler Scheme for Feller Processes
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