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Financial Hedging
Language
English
English
Book
Hardback
The problem of credit risk is an important problem in finance. It consists of computing the probabil...
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Libristo code: 06429966
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313 b
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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-Markov backward credit risk migration models.
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About the book
Full name
Financial Hedging
Author
Patrick N Catlere
Language
English
English
Binding
Book - Hardback
Date of issue
2010
Number of pages
271
EAN
9781606926659
ISBN
9781606926659
Libristo code
06429966
Publishers
Nova Science Publishers Inc
Weight
798
Dimensions
182 x 264 x 24
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