Extensions for Structural Credit Rating Migration Models

Jin Liang and Bei Hu
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Jin Liang: Tongji University, School of Mathematical Science
Bei Hu: University of Notre Dame, Applied and Computational Mathematics and Statistics

Chapter Chapter 8 in Credit Rating Migration Risks in Structure Models, 2024, pp 167-206 from Springer

Abstract: Abstract In Chap. 6 , we have built the new structure models for measuring credit rating migration risks; the basic models are established. As the financial world is complex, it should be very attractive to extend to more general cases. In this chapter, extensions of the models are developed.

Date: 2024
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DOI: 10.1007/978-981-97-2179-5_8

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