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

Author(s)

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

Bibliographic Information

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

Note

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

Details

• NCID: BA88331152
• ISBN:
  • 9780123736833
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Amsterdam
• Pages/Volumes: xii, 266 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.7011
• Subject Headings:
  • LCSH : Credit -- Management
  • LCSH : Risk management
  • LCSH : Credit ratings
  • LCSH : Credit -- Management -- Mathematical models
• Parent Bibliography ID:
  • BA67031412