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

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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

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