Title |
Credit Rating Migration Risks in Structure Models / by Jin Liang, Bei Hu |
|---|---|
Involved |
Jin Liang (Verfasser) |
Published |
Singapore: Springer Nature Singapore, Imprint: Springer |
Edition |
1st ed. 2024 |
Extent |
Online-Ressource, IX, 277 p. 48 illus. : online resource. |
Contains |
Financial Background -- Preliminary Mathematical Theory -- Mathematical Models for Measuring Default Risks -- Markov Chain Approach for Measuring Credit Rating Migration Risks -- Application of Reduced Form/Markov Chain Credit Rating Migration Model -- Structure Models for Measuring Credit Rating Migration Risks -- Theoretical Results in the Structural Credit Rating Migration Models -- Extensions for Structural Credit Rating Migration Models -- Credit Derivatives Related to Rating Migrations -- Numerical Simulation, Calibration and Recovery of Credit Rating Boundary |
ISBN |
978-981-97-2179-5 |
Language |
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Country |
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Topic |
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Subject |
Applications of Mathematics. |
Persistent identifier |
urn:nbn:de:101:1-2407110411046.842911857870 (URN) |
Record ID |
1335282955 |
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