A hidden Markov chain model for the term structure of bond credit risk spreads :: L. C. Thomas :: ISBN 1899872833 :: Credit Research Centre, University of Edinburgh 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 Nigel Morkel-Kingsbury, D. E. Allen, D. E. Allen
Publisher Credit Research Centre, University of Edinburgh
Publication date 1998
Publication location Edinburgh
Language English

Topics

Bonds :: Valuation :: Mathematical models
Credit ratings :: Mathematical models
Business enterprises :: Finance :: Mathematical models
Capital assets pricing model
Markov processes

Catalogue Data

OBNB ID GB9962979
ISBN 10 1899872833
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 33p.
P1042 Includes bibliographical references.

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A hidden Markov chain model for the term structure of bond credit risk spreads by L. C. Thomas. ISBN 1899872833. Published by Credit Research Centre, University of Edinburgh in 1998. Publication and catalogue information, links to buy online and reader comments.