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...
Call Number: | Libro Electrónico |
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Other Authors: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
New York :
Nova Science Publishers,
©2009.
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Subjects: | |
Online Access: | Texto completo |