Homogeneous and non-homogeneous semi-Markov backward credit risk migration models
Guglielmo D'Amico, Giuseppe Di Biase, Jacques Janssen and Raimondo Manca
| Year of publication: |
2009
|
|---|---|
| Authors: | D'Amico, Guglielmo ; Di Biase, Giuseppe ; Janssen, Jacques ; Manca, Raimondo |
| Published in: |
Financial hedging. - New York : Nova Science Publishers, ISBN 978-1-60692-665-9. - 2009, p. 3-55
|
| Subject: | Kreditrisiko | Credit risk | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008799134