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
