Rating based modeling of credit risk : theory and application of migration matrices

著者

• Trueck, Stefan
• Rachev, S. T. (Svetlozar Todorov)

書誌事項

Rating based modeling of credit risk : theory and application of migration matrices

Stefan Trueck, Svetlozar T. Rachev

（Academic Press advanced finance series）

Academic Press, c2009

注記

Includes bibliographical references (p. [249]-258) and index

詳細情報

• NII書誌ID(NCID): BA88331152
• ISBN:
  • 9780123736833
• 出版国コード: ne
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Amsterdam
• ページ数/冊数: xii, 266 p.
• 大きさ: 24 cm
• 分類:
  • DC22 : 332.7011
• 件名:
  • LCSH : Credit -- Management
  • LCSH : Risk management
  • LCSH : Credit ratings
  • LCSH : Credit -- Management -- Mathematical models
• 親書誌ID:
  • BA67031412