Classification using optimization : application to credit ratings of bonds
Year of publication: |
2008
|
---|---|
Authors: | Bugera, Vladimir ; Uryasev, Stan ; Zrazhevsky, Grigory |
Published in: |
Computational methods in financial engineering : essays in honour of Manfred Gilli. - Berlin : Springer, ISBN 3-540-77957-4. - 2008, p. 211-237
|
Subject: | Anleihe | Bond | Finanzanalyse | Financial analysis | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Multivariate Analyse | Multivariate analysis | Theorie | Theory |
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