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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 transiti ... celý popis
Angličtina
145.93 €
Bežne: 162.15 €
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Anotácia knihy
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.
Parametre knihy
Zaradenie knihy Books in English Mathematics & science Mathematics Probability & statistics
145.93 €
Angličtina
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