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بایگانی‌ها Split Ratings - مرجع آموزش بازار بورس و فارکس

Cantor – 1997 – Split Ratings and the Pricing of Credit Risk

Despite the fact that over 50 percent of all corporate bonds have different ratings from Moody’s and Standard and Poor’s at issuance, most bond pricing models ignore these differences of opinion. Our work compares a number of different methods of accounting for split ratings in estimating bond pricing models. We find that pricing rules that […]

تاریخ : مارس 20th, 1501