A hidden Markov chain model for the term structure of bond credit risk spreads :: L. C. Thomas :: ISBN 1899872736 :: University of Edinburgh, Centre for Financial Markets Research, Management School 1998 :: OBNB, the Open British National Bibliography

Publication Data

Title A hidden Markov chain model for the term structure of bond credit risk spreads
Author L. C. Thomas
Contributors D. E. Allen, Nigel Morkel-Kingsbury, Nigel Morkel-Kingsbury
Publisher University of Edinburgh, Centre for Financial Markets Research, Management School
Publication date 1998
Publication location Edinburgh
Language English

Topics

Bonds :: Ratings :: Mathematical models
Capital assets pricing models
Risk :: Mathematical models
Markov processes

Catalogue Data

OBNB ID GB9962967
ISBN 10 1899872736
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 32p.
P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

A hidden Markov chain model for the term structure of bond credit risk spreads by L. C. Thomas. ISBN 1899872736. Published by University of Edinburgh, Centre for Financial Markets Research, Management School in 1998. Publication and catalogue information, links to buy online and reader comments.