A hidden Markov chain model for the term structure of bond credit risk spreads
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ShareCopied to clipboardA hidden Markov chain model for the term structure of bond credit risk spreads is a book. It was written by L. C. Thomas and published by Credit Research Centre, University of Edinburgh in 1998.
Key facts
- author: L. C. Thomas
- publication date: 1998
- book publisher: Credit Research Centre, University of Edinburgh
- book series: Working paper
- book subjects: Risk-Mathematical models, Markov processes, Capital assets pricing model
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"A hidden Markov chain model for the term structure of bond credit risk spreads" is one of the books by L. C. Thomas, books by Credit Research Centre, University of Edinburgh and 2,617,384 books in our database.
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