# 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