The computation of optimised credit transition matrices
Kete Long; Sean C. Keenan; Radu Neagu; John A. Ellis; Jason W. Black
| Year of publication: |
2011
|
|---|---|
| Authors: | Long, Kete ; Keenan, Sean C. ; Neagu, Radu ; Ellis, John A. ; Black, Jason W. |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 4.2010/11, 4, p. 370-391
|
| Subject: | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009507707