Modeling dependent credit rating transitions by coupled Markov chains: parameters estimation and empirical default correlations | Department of Decision Sciences

Modeling dependent credit rating transitions by coupled Markov chains: parameters estimation and empirical default correlations

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12:30 - 14:00

Room 3-E4-SR03 Via Rontgen 1, 3rd floor

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Y.M. Kaniovski
(Free University of Bozen-Bolzano)