rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Rating based modeling of credit risk
    sub title: theory and application of migration matrices
  name:
    name part: Trueck, Stefan
    role:
      role term: creator
    role:
      role term: author
  name:
    name part: Rachev, S. T. [ (Svetlozar Todorov)]
    role:
      role term: author
  name:
    name part: ScienceDirect (Online service)
  type of resource: text
  origin info:
    place:
      place term: cau
    place:
      place term: London
    publisher: Elsevier
    date issued: c2009
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: xii, 266 p. : ill. ; 28 cm.
  table of contents: 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
  note: Stefan Trueck, Svelozar T. Rachev
  note: Includes bibliographical references (p. 249-258) and index
  subject:
    topic: Credit ratings
  subject:
    topic: Credit
    topic: Management
  subject:
    topic: Credit
    topic: Management
    topic: Mathematical models
  subject:
    topic: Risk management
  related item:
    title info:
      title: Academic Press advanced finance series
  identifier: 0123736838
  identifier: 9780123736833 (hbk.)
  identifier: http://www.sciencedirect.com/science/book/9780123736833
  identifier: http://www.loc.gov/catdir/enhancements/fy0913/2009417734-d.html
  related item:
    location:
      url: http://www.loc.gov/catdir/enhancements/fy0913/2009417734-d.html
  record info:
    record creation date: 100719
    record change date: 20110220093000.0
    record identifier: 0000067425