Journal of Mathematical Finance

Vol.2 No.4(2012), Paper ID 24552, 12 pages

DOI:10.4236/jmf.2012.24033

 

CreditGrades Framework within Stochastic Covariance Models

 

Marcos Escobar, Hamidreza Arian, Luis Seco

 

Department of Mathematics, Ryerson University, Toronto, Canada
Royal Bank of Canada, Toronto, Canada
Department of Mathematics, University of Toronto, Toronto, Canada

 

Copyright © 2012 Marcos Escobar, Hamidreza Arian, Luis Seco et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


M. Escobar, H. Arian and L. Seco, "CreditGrades Framework within Stochastic Covariance Models," Journal of Mathematical Finance, Vol. 2 No. 4, 2012, pp. 303-313. doi: 10.4236/jmf.2012.24033.

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