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.] : Elsevier, Academic Press |
| Subject: | Kreditmanagement | Risikomanagement | Mathematisches Modell | Credit | Management | Risk management | Credit ratings | Mathematical models |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XII, 266 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-0-12-373683-3 ; 0-12-373683-8 |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Betriebswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004928319