Rating based modeling of credit risk theory and application of migration matrices /
Credit risk is one of the most studied topics in quantitative finance. This book provides an introduction and overview on rating based modeling of credit risk focusing on the theory and application of credit migration matrices. It provides an up-to-date reference to the central problems of the field...
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Main Author: | Trueck, Stefan (Author) |
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Other Authors: | Rachev, S. T. (Svetlozar Todorov) |
Format: | Electronic Software eBook |
Language: | English |
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Online Access: | Click here to view the full text content Click here to view the full text content |
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