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Rating based modeling of credit risk : theory and application of migration matrices
Record Type:
Language materials, printed : monographic
Title Information:
theory and application of migration matrices
Author:
TrueckStefan,
Alternative Intellectual Responsibility:
RachevSvetlozar T.,
Place of Publication:
Amsterdam
Published:
Elsevier Academic Press;
Year of Publication:
c2009
Description:
xii, 266 p.ill. : 24 cm.;
Series:
Academic Press advanced finance series
Subject:
Risk management. -
Subject:
Credit - Management. -
Subject:
Credit - Management - Mathematical models. -
Subject:
Credit ratings. -
Notes:
Includes bibliographical references and index.
ISBN:
0-12-373683-8bound
ISBN:
9780123736833bound
Rating based modeling of credit risk : theory and application of migration matrices
Trueck, Stefan
Rating based modeling of credit risk
: theory and application of migration matrices / Stefan Trueck, Svetlozar T. Rachev - Amsterdam : Elsevier Academic Press, c2009. - xii, 266 p. ; ill. ; 24 cm.. - (Academic Press advanced finance series).
Includes bibliographical references and index..
ISBN 0-12-373683-8ISBN 9780123736833
Risk management.Credit - Management.Credit - Management - Mathematical models.Credit ratings.
Rachev, Svetlozar T.
Rating based modeling of credit risk : theory and application of migration matrices
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