Credit Rating Migration Risks in Structure Models
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-981-97-2179-5
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Book Chapters
The following chapters of this book are listed in IDEAS- Jin Liang & Bei Hu, 2024. "Financial Background," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 1-12, Springer.
- Jin Liang & Bei Hu, 2024. "Preliminary Mathematical Theory," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 13-43, Springer.
- Jin Liang & Bei Hu, 2024. "Mathematical Models for Measuring Default Risks," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 45-74, Springer.
- Jin Liang & Bei Hu, 2024. "Markov Chain Approach for Measuring Credit Rating Migration Risks," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 75-84, Springer.
- Jin Liang & Bei Hu, 2024. "Credit Rating Migration Model: An Application Based on Reduced Form and/or Markov Chain Frameworks," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 85-107, Springer.
- Jin Liang & Bei Hu, 2024. "Structure Models for Measuring Credit Rating Migration Risks," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 109-122, Springer.
- Jin Liang & Bei Hu, 2024. "Theoretical Results in the Structural Credit Rating Migration Models," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 123-166, Springer.
- Jin Liang & Bei Hu, 2024. "Extensions for Structural Credit Rating Migration Models," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 167-206, Springer.
- Jin Liang & Bei Hu, 2024. "Credit Derivatives Related to Rating Migrations," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 207-250, Springer.
- Jin Liang & Bei Hu, 2024. "Numerical Simulation, Calibration and Recover of Credit Boundary," Springer Books, in: Credit Rating Migration Risks in Structure Models, chapter 0, pages 251-277, Springer.
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