Rating Transition Matrices

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

LanguageEnglish
Title of host publicationEncyclopedia of Quantitative Finance
EditorsRama Cont
PublisherWiley
Date2010
Pages1484-1488
ISBN (Print)9780470057568
StatePublished - 2010

Cite this

Lando, D. (2010). Rating Transition Matrices. In R. Cont (Ed.), Encyclopedia of Quantitative Finance (pp. 1484-1488). Wiley.
Lando, David. / Rating Transition Matrices. Encyclopedia of Quantitative Finance. editor / Rama Cont. Wiley, 2010. pp. 1484-1488
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title = "Rating Transition Matrices",
author = "David Lando",
year = "2010",
language = "English",
isbn = "9780470057568",
pages = "1484--1488",
editor = "Rama Cont",
booktitle = "Encyclopedia of Quantitative Finance",
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}

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

Rating Transition Matrices. / Lando, David.

Encyclopedia of Quantitative Finance. ed. / Rama Cont. Wiley, 2010. p. 1484-1488.

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

TY - ENCYC

T1 - Rating Transition Matrices

AU - Lando,David

PY - 2010

Y1 - 2010

M3 - Encyclopedia chapter

SN - 9780470057568

SP - 1484

EP - 1488

BT - Encyclopedia of Quantitative Finance

PB - Wiley

ER -

Lando D. Rating Transition Matrices. In Cont R, editor, Encyclopedia of Quantitative Finance. Wiley. 2010. p. 1484-1488.