On Rating Transition Analysis and Correlation
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
On Rating Transition Analysis and Correlation. / Lando, David.
Credit Derivatives. Applications for Risk Management, Investment and Portfolio Optimisation. London : Risk Books, Risk Publications, 1998. s. 147-155.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Lando, D 1998, On Rating Transition Analysis and Correlation. i Credit Derivatives. Applications for Risk Management, Investment and Portfolio Optimisation. Risk Books, Risk Publications, London, s. 147-155.
APA
Lando, D. (1998). On Rating Transition Analysis and Correlation. I Credit Derivatives. Applications for Risk Management, Investment and Portfolio Optimisation (s. 147-155). Risk Books, Risk Publications.
Vancouver
Lando D. On Rating Transition Analysis and Correlation. I Credit Derivatives. Applications for Risk Management, Investment and Portfolio Optimisation. London: Risk Books, Risk Publications. 1998. s. 147-155
Author
Bibtex
@inbook{3bb253c074ca11dbbee902004c4f4f50,
title = "On Rating Transition Analysis and Correlation",
author = "David Lando",
year = "1998",
language = "English",
pages = "147--155",
booktitle = "Credit Derivatives. Applications for Risk Management, Investment and Portfolio Optimisation",
publisher = "Risk Books, Risk Publications",
}
RIS
TY - CHAP
T1 - On Rating Transition Analysis and Correlation
AU - Lando, David
PY - 1998
Y1 - 1998
M3 - Book chapter
SP - 147
EP - 155
BT - Credit Derivatives. Applications for Risk Management, Investment and Portfolio Optimisation
PB - Risk Books, Risk Publications
CY - London
ER -
ID: 213546