Forecasting default in the face of uncertainty

Journal of Derivatives

Volumn 12, Issue 1, 2004, Pages 11-25

  Giesecke, Kay ^a   Goldberg, Lisa R ^b  

^a School of Operations Research and Industrial Engineering   (United States)

^b MSCI Barra Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33746799904     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2004.434534     Document Type: Article

References (16)

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4. "Creditgrades." RiskMetrics Group, Technical Document, 2002.
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10. -. "Calibrating Credit with Incomplete Information. " Working paper, Cornell University, 2004.
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