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