Research Catalog

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

Title
Rating based modeling of credit risk : theory and application of migration matrices / Stefan Trueck, Svetlozar T. Rachev.
Author
Trueck, Stefan.
Publication
Amsterdam ; New York, NY : Elsevier Academic Press, [2009], ©2009.

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Additional Authors
Rachev, S. T. (Svetlozar Todorov)
Description
xii, 266 pages : illustrations; 24 cm.
Series Statement
Academic Press advanced finance series
Uniform Title
Academic Press advanced finance series.
Subject
  • Credit > Management
  • Risk management
  • Credit ratings
  • Credit > Mathematical models
Bibliography (note)
  • Includes bibliographical references (p.[249]-258) and index.
ISBN
  • 9780123736833 (hbk.)
  • 0123736838 (hbk.)
OCLC
  • ocn310153866
  • 310153866
  • SCSB-9059165
Owning Institutions
Columbia University Libraries