Gupton, G., Finger, C. and Bhatia, M. (1997) CreditMetrics. Technical document, JPMorgan, April. www.creditmetrics.com. Gupton, G.M., Gates, D. ... Special comment, Moodya#39;s Investor Service, Global Credit Research, February. Hamilton, D.T.anbsp;...
Title | : | Credit Derivatives Pricing Models |
Author | : | Philipp J. Schönbucher |
Publisher | : | John Wiley & Sons - 2003-10-31 |
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