Rating based modeling of credit risk : theory and application of migration matrices
Stefan Trueck; Svetlozar T. Rachev
| Year of publication: |
2009
|
|---|---|
| Authors: | Trück, Stefan ; Račev, Svetlozar T. |
| Publisher: |
Amsterdam [u.a.] : Academic |
| Subject: | transition matrices | Kreditrisiko | Credit risk | Messung | Measurement | Lineare Algebra | Linear algebra | Vergleich | Comparison | Qualitative Methode | Qualitative method | Markov-Kette | Markov chain | Derivat | Derivative | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Kreditmanagement | Risikomanagement | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [sciencedirect.com] ; Description [gbv.de] |
| Extent: | XII, 266 S. graph. Darst. 23cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 249 - 258 |
| ISBN: | 978-0-12-373683-3 |
| Classification: | Betriebswirtschaft: Sonstiges |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003767855