Financial hedging /
The problem of credit risk is an important problem in finance. It consists of computing the probability of a firm defaulting on a debt. The time evolution of rating for credit risk models can be studied by means of Markov transition models. This book looks at the homogeneous and non-homogeneous semi...
Clasificación: | Libro Electrónico |
---|---|
Otros Autores: | Catlere, Patrick N. |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York :
Nova Science Publishers,
©2009.
|
Temas: | |
Acceso en línea: | Texto completo |
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