Rating based modeling of credit risk: theory and application of migration matrices
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam [u.a.]
Academic
2009
|
| Schriftenreihe: | Academic Press advanced finance series
|
| Schlagworte: | |
| Online-Zugang: | Volltext Publisher description Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references (p. [249]-258) and index |
| Beschreibung: | XII, 266 S. graph. Darst. 24 cm |
| ISBN: | 9780123736833 0123736838 |
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Datensatz im Suchindex
| _version_ | 1804149419549917184 |
|---|---|
| adam_text | RATING BASED MODELING OF CREDIT RISK
/ TRUECK, STEFAN
: C2009
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
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| dewey-full | 332.7011 658.88 |
| dewey-hundreds | 300 - Social sciences 600 - Technology (Applied sciences) |
| dewey-ones | 332 - Financial economics 658 - General management |
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| dewey-search | 332.7011 658.88 |
| dewey-sort | 3332.7011 |
| dewey-tens | 330 - Economics 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| language | English |
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| spelling | Trück, Stefan Verfasser (DE-588)131654330 aut Rating based modeling of credit risk theory and application of migration matrices Stefan Trueck, Svetlozar T. Rachev Amsterdam [u.a.] Academic 2009 XII, 266 S. graph. Darst. 24 cm txt rdacontent c rdamedia cr rdacarrier Academic Press advanced finance series Includes bibliographical references (p. [249]-258) and index Online-Ausgabe Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2009. Mode of access: World Wide Web. System requirements: Web browser. Title from title screen (viewed on Apr. 10, 2009). Access may be restricted to users at subscribing institutions. 2009 Mathematisches Modell Credit Management Risk management Credit ratings Credit Management Mathematical models Risikomanagement (DE-588)4121590-4 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kreditmanagement (DE-588)4138463-5 gnd rswk-swf Electronic books Kreditmanagement (DE-588)4138463-5 s Risikomanagement (DE-588)4121590-4 s Mathematisches Modell (DE-588)4114528-8 s b DE-604 Račev, Svetlozar T. 1951- Sonstige (DE-588)12022979X oth ScienceDirect (Online service) Sonstige oth Reproduktion von Trück, Stefan Rating based modeling of credit risk 2009 http://www.sciencedirect.com/science/book/9780123736833 Volltext http://www.loc.gov/catdir/enhancements/fy0913/2009417734-d.html Publisher description LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025225847&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Trück, Stefan Rating based modeling of credit risk theory and application of migration matrices Mathematisches Modell Credit Management Risk management Credit ratings Credit Management Mathematical models Risikomanagement (DE-588)4121590-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kreditmanagement (DE-588)4138463-5 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4114528-8 (DE-588)4138463-5 |
| title | Rating based modeling of credit risk theory and application of migration matrices |
| title_auth | Rating based modeling of credit risk theory and application of migration matrices |
| title_exact_search | Rating based modeling of credit risk theory and application of migration matrices |
| title_full | Rating based modeling of credit risk theory and application of migration matrices Stefan Trueck, Svetlozar T. Rachev |
| title_fullStr | Rating based modeling of credit risk theory and application of migration matrices Stefan Trueck, Svetlozar T. Rachev |
| title_full_unstemmed | Rating based modeling of credit risk theory and application of migration matrices Stefan Trueck, Svetlozar T. Rachev |
| title_short | Rating based modeling of credit risk |
| title_sort | rating based modeling of credit risk theory and application of migration matrices |
| title_sub | theory and application of migration matrices |
| topic | Mathematisches Modell Credit Management Risk management Credit ratings Credit Management Mathematical models Risikomanagement (DE-588)4121590-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kreditmanagement (DE-588)4138463-5 gnd |
| topic_facet | Mathematisches Modell Credit Management Risk management Credit ratings Credit Management Mathematical models Risikomanagement Kreditmanagement |
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