Vinkkaa tuotetta kavereillesi:
Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance
Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia)
Hinta
¥ 18.212,70
Tilattu etävarastosta
Arvioitu toimitus pe - ti 13. - 24. kesä
Lisää iMusic-toivelistallesi
Eller
Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance
Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia)
Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II. This book addresses one aspect of these ratings systems which is credit migrations.
280 pages, Illustrated
| Media | Kirjat Hardcover Book (Sidottu kirja kovilla kansilla sekä suojakannella) |
| Julkaisupäivämäärä | maanantai 1. joulukuuta 2008 |
| Alunperin julkaistu | 2009 |
| ISBN13 | 9780123736833 |
| Tuottaja | Elsevier Science Publishing Co Inc |
| Sivujen määrä | 280 |
| Mitta | 160 × 239 × 21 mm · 580 g |