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4 Rating Migrations
4.1 Rating Transition Probabilities
4.2 Analyzing the Time-Stability of Transition Probabilities
4.3 Multi-Period Transitions
4.3.1 Time Homogeneous Markov Chain
4.3.2 Bootstrapping Markov Chains
4.3.3 Computation and Quantlets
4.3.4 Rating Transitions of German Bank Borrowers
4.3.5 Portfolio Migration
Bibliography

 
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