Rating Transition Matrices

Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearchpeer-review

Original languageEnglish
Title of host publicationEncyclopedia of Quantitative Finance
EditorsRama Cont
PublisherWiley
Publication date2010
Pages1484-1488
ISBN (Print)9780470057568
Publication statusPublished - 2010

Cite this

Lando, D. (2010). Rating Transition Matrices. In R. Cont (Ed.), Encyclopedia of Quantitative Finance (pp. 1484-1488). Wiley.