Pricing credit derivatives with rating transitions /
Acharya, Viral V.
Das, Sanjiv R.(Sanjiv Ranjan)
Sundaram, Rangarajan K.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2002.
"April 2002."
Includes bibliographical references (p. 22-25).
Credit derivatives.
Also available from the CEPR World Wide Web site (www.cepr.org).