A bond pricing model with credit migration risk: different upgrade and downgrade thresholds (Q6173987)
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scientific article; zbMATH DE number 7712403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bond pricing model with credit migration risk: different upgrade and downgrade thresholds |
scientific article; zbMATH DE number 7712403 |
Statements
A bond pricing model with credit migration risk: different upgrade and downgrade thresholds (English)
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13 July 2023
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credit migration risk
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corporate bond pricing
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structural model
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buffer zone
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monotonic iteration
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calibration
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