The computation of optimised credit transition matrices
Kete Long; Sean C. Keenan; Radu Neagu; John A. Ellis; Jason W. Black
Year of publication: |
2011
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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 24167885. - Vol. 4.2010/11, 4, p. 370-391
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