书目详细信息
： Rating based modeling of credit risk
书目信息 机读格式(MARC)
| ISBN： | 9780123736833 |
|---|---|
| ISBN： | 0123736838 |
| 编目源： | OPELS OPELS DLC |
| 个人名称： | Trueck, Stefan. |
| 题名： | Rating based modeling of credit risk [electronic resource] : theory and application of migration matrices / by Stefan Trueck, Svetlozar T. Rachev. |
| 索书号： | F830.5/T866E |
| 出版发行项： | London : Academic, c2009. |
| 载体形态： | xii, 266 p. : ill. ; 24 cm. |
| 丛编说明： | Academic Press advanced finance series |
| 书目附注： | Includes bibliographical ref |
| 格式化内容附注： | 1. Introduction: Credit Risk Modeling, Ratings and Migration Matrices -- 2. Rating and Scoring Techniques -- 3. The New Basel Capital Accord -- 4. Rating Based Modeling -- 5. Migration Matrices and the Markov Chain Approach -- 6. Stability of Credit Migrations -- 7. Measures for Comparison of Transition Matrices -- 8. Real World and Risk-Neutral Transition Matrices -- 9. Conditional Credit Migrations: Adjustments and Forecasts -- 10. Dependence Modeling and Credit Migrations -- 11. Credit Derivatives. |