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

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

Bibliographic Details
Main Author: Trueck, Stefan
Other Authors: Rachev, Svetlozar Todorov
Format: Book
Language:English
Published: Amsterdam Elsevier/Academic Press c2009.
Subjects:
Credit > Management.
Risk management.
Credit ratings.
Credit > Management > Mathematical models.