The structure of credit risk
Subtitle: spread volatility and ratings transitions
By: Rüdiger Kiesel, William Perraudin and Alex Taylor.
Contributors: Perraudin, William R. M.; Taylor, Alex.; Bank of England.
Series: Working paper series / Bank of England -- no.131
Publisher: Bank of England
Published: 2001
Place of publication: London
Language: eng
Number of pages: 47