Electrical Engineering and Computer Sciences

Electrical Engineering and Computer Sciences

COLLEGE OF ENGINEERING

UC Berkeley

Estimation of Transition Probability Matrices in Credit Risk Analysis

Laurent El Ghaoui, M. Oks and A. Varma

EECS Department
University of California, Berkeley
Technical Report No. UCB/ERL M00/60
2000

BibTeX citation:

@techreport{El Ghaoui:M00/60,
    Author = {El Ghaoui, Laurent and Oks, M. and Varma, A.},
    Title = {Estimation of Transition Probability Matrices in Credit Risk Analysis},
    Institution = {EECS Department, University of California, Berkeley},
    Year = {2000},
    URL = {http://www.eecs.berkeley.edu/Pubs/TechRpts/2000/3921.html},
    Number = {UCB/ERL M00/60}
}

EndNote citation:

%0 Report
%A El Ghaoui, Laurent
%A Oks, M.
%A Varma, A.
%T Estimation of Transition Probability Matrices in Credit Risk Analysis
%I EECS Department, University of California, Berkeley
%D 2000
%@ UCB/ERL M00/60
%U http://www.eecs.berkeley.edu/Pubs/TechRpts/2000/3921.html
%F El Ghaoui:M00/60