Semi-Markov Migration Models for Credit Risk
| Author/creator | D'Amico, Guglielmo Author |
| Other author | Janssen, Jacques Author |
| Other author | Manca, Raimondo Author |
| Other author | Di Biase, Giuseppe Author |
| Format | Electronic |
| Publication Info | Wiley-ISTE [Imprint] Hoboken : John Wiley & Sons, Incorporated |
| Description | 316 p. 23.879 x 016.260 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Summary | Annotation Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools, building stochastic models is nevertheless necessary to complete this descriptive orientation. This book presents a complete presentation of such a category of models using homogeneous and non-homogeneous semi-Markov processes developed by the authors in several recent papers. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9781848219052 |
| ISBN | 1848219059 (Trade Cloth) Active Record |
| Standard identifier# | 9781848219052 |
| Stock number | 00028608 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |