Semi-markov migration models for credit risk
Guglielmo D'Amico, Giuseppe Di Biase, Jacques Janssen, Raimondo Manca
| Year of publication: |
2017
|
|---|---|
| Authors: | D'Amico, Guglielmo ; Di Biase, Giuseppe ; Janssen, Jacques ; Manca, Raimondo |
| Publisher: |
London : ISTE Ltd |
| Subject: | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Mathematik | Mathematics |
| Description of contents: | Description [zbmath.org] |
| Extent: | xiv, 296 Seiten Illustrationen |
|---|---|
| Series: | Mathematics and statistics series. - London, UK : ISTE, ZDB-ID 2901064-0. - Vol. volume 1 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 201606 |
| ISBN: | 978-1-84821-905-2 ; 1-84821-905-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011660584