• 1 Citations
  • 1 h-Index
20012001
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Fingerprint Dive into the research topics where Kimiaki Aonuma is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Term Structure Mathematics
Evaluation Model Mathematics
Credit Rating Mathematics
Credit Risk Mathematics
Transition Matrix Mathematics
Risk Factors Mathematics
Valuation Mathematics
Estimate Mathematics

Research Output 2001 2001

  • 1 Citations
  • 1 h-Index
  • 2 Article
1 Citation (Scopus)

An estimation model for the term structure of yield spread

Aonuma, K. & Tanabe, T., 1 Jan 2001, In : Asia-Pacific Financial Markets. 8, 2, p. 137-165 29 p.

Research output: Contribution to journalArticle

Yield spread
Term structure
Factors
Credit rating
Transition probability

An Evaluation Model for Downgrade Protection

Aonuma, K., 1 Jan 2001, In : Japan Journal of Industrial and Applied Mathematics. 18, 3, p. 627-646 20 p.

Research output: Contribution to journalArticle

Term Structure
Evaluation Model
Credit Rating
Credit Risk
Transition Matrix