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

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

Bibliographic Details
Main Authors: Trueck, Stefan (Author), Rachev, S. T. [ (Svetlozar Todorov)] (Author)
Corporate Author: ScienceDirect (Online service)
Format: Book
Language:English
Published: London : Elsevier , c2009
Series:Academic Press advanced finance series
Subjects:
Credit ratings
Credit > Management
Credit > Management > Mathematical models
Risk management
Online Access:An electronic book accessible through the World Wide Web; click for information
Publisher description
Description
Physical Description:xii, 266 p. : ill. ; 28 cm.
Bibliography:Includes bibliographical references (p. 249-258) and index
ISBN:0123736838
9780123736833 (hbk.)

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