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