OPTIMAL CREDIT RATINGS

DOI10.1142/S0219024908004786zbMath1211.91245MaRDI QIDQ3521605

Sebastian Herzog, Christian Koziol, Tim Thabe

Publication date: 26 August 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

structural modelempirical test of optimal credit ratingsoptimal versus non-optimal credit ratingsrating prognosis

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Credit risk (91G40)

Cites Work

• The Pricing of Options and Corporate Liabilities

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