A Density-Dependent Model for Credit Ratings Migration Dynamics
Dror Parnes
The Journal of Fixed Income Summer 2007, 17 (1) 26-37; DOI: https://doi.org/10.3905/jfi.2007.688963
Dror Parnes
An assistant professor at Finance Department, College of Business Administration, University of South Florida in Tampa, FL.
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A Density-Dependent Model for Credit Ratings Migration Dynamics
Dror Parnes
The Journal of Fixed Income Jun 2007, 17 (1) 26-37; DOI: 10.3905/jfi.2007.688963