Implied Migration Rates from Credit Barrier Models∗ Claudio Albanese†, Oliver X. Chen Department of Mathematics, 100 St. George Street, University of Toronto, M5S 3G3, Toronto, Canada‡ February 24, 2005

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Date: 2014-03-17 15:14:18 United States housing bubble Mathematical finance Fixed income market Financial risk Merton Model Credit default swap Credit rating agency Yield curve Credit risk Financial economics Finance Investment		Implied Migration Rates from Credit Barrier Models∗ Claudio Albanese†, Oliver X. Chen Department of Mathematics, 100 St. George Street, University of Toronto, M5S 3G3, Toronto, Canada‡ February 24, 2005 Document is deleted from original location. Use the Download Button below to download from the Web Archive. Download Document from Web Archive File Size: 324,21 KB

Document is deleted from original location. Use the Download Button below to download from the Web Archive.