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 - Yield co - Document - PDFSEARCH.IO

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	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 Add to Reading List Document Date: 2014-03-17 15:14:18 Open Document File Size: 324,21 KB Share Result on Facebook City Toronto / / Company Suzuki / / Country United States / Canada / / / Facility University of Toronto / / IndustryTerm possible solutions / difficulty accounting / / Organization Oliver X. Chen Department of Mathematics / Natural Sciences and Engineering Research Council of Canada / University of Toronto / / Person Oliver X. Chen / Huang / / Position Bridge Evaluator corporate spreads / Corresponding author / / Technology alpha / / URL http / SocialTag 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

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, 2005Add to Reading List