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]

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