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Pricing credit derivatives with rating transitions

Journal

Financial Analysts Journal

Subject

Finance

Publishing details

Financial Analysts Journal 2002 May/June Vol 58:3 p 28-44

Authors / Editors

Acharya V;Das S R;Sundaram R K

Publication Year

2002

Abstract

This article previously appeared as a working paper in the IFA Working Paper series, number 349

Publication Research Centre

Institute of Finance and Accounting

Available on ECCH

No


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