On Rating Transition Analysis and Correlation

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  • David Lando
Original languageEnglish
Title of host publicationCredit Derivatives. Applications for Risk Management, Investment and Portfolio Optimisation
Place of PublicationLondon
PublisherRisk Books, Risk Publications
Publication date1998
Pages147-155
Publication statusPublished - 1998

ID: 213546