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20110220093000.0 |
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100719S2009 cau eng |
| 020 |
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|a 0123736838
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| 020 |
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|a 9780123736833 (hbk.)
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| 090 |
0 |
0 |
|a HG3751
|b .T78 2009
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| 100 |
1 |
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|a Trueck, Stefan ,
|e author
|
| 245 |
1 |
0 |
|a Rating based modeling of credit risk :
|b theory and application of migration matrices
|c Stefan Trueck, Svelozar T. Rachev
|
| 260 |
|
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|a London :
|b Elsevier ,
|c c2009
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| 300 |
|
|
|a xii, 266 p. :
|b ill. ;
|c 28 cm.
|
| 440 |
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0 |
|a Academic Press advanced finance series
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| 504 |
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|a Includes bibliographical references (p. 249-258) and index
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| 505 |
0 |
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|a 1. Introduction: credit risk modeling, ratings and migration matrices -- 2. Rating and scoring techniques -- 3. The new based capital accord -- 4. Rating based modeling -- 5. Migration matrices and the markov chain approach -- 6. Stability of credit migrations -- 7. Measures for comparison of transition matrices -- 8. Real-world and risk-neutral transition matrices -- 9. Conditional credits migrations: adjustments and forecasts -- 10. Dependence modeling and credit migrations -- 11. Credit derivatives
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| 650 |
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0 |
|a Credit ratings
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| 650 |
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0 |
|a Credit
|x Management
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| 650 |
|
0 |
|a Credit
|x Management
|x Mathematical models
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| 650 |
|
0 |
|a Risk management
|
| 700 |
1 |
|
|a Rachev, S. T. [
|q (Svetlozar Todorov)] ,
|e author
|
| 710 |
2 |
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|a ScienceDirect (Online service)
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| 856 |
4 |
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|3 ScienceDirect
|u http://www.sciencedirect.com/science/book/9780123736833
|z An electronic book accessible through the World Wide Web; click for information
|
| 856 |
4 |
2 |
|3 Publisher description
|u http://www.loc.gov/catdir/enhancements/fy0913/2009417734-d.html
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| 999 |
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|a 1000134133
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|