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Financial Hedging

Name: Financial Hedging
Brand: Nova Science Publishers Inc
SKU: 06429966
Price: 145.93 EUR
Availability: InStock
Author: Patrick N Catlere
ISBN: 9781606926659

Patrick N Catlere

Jezik

Engleski

Knjiga Tvrdi uvez

Libristo kod: 06429966

Nakladnici Nova Science Publishers Inc, ožujak 2010

The problem of credit risk is an important problem in finance. It consists of computing the probabil... Cijeli opis

Libristo kod: 06429966

352 b

145.93 €

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The problem of credit risk is an important problem in finance. It consists of computing the probability of a firm defaulting on a debt. The time evolution of rating for credit risk models can be studied by means of Markov transition models. This book looks at the homogeneous and non-homogeneous semi-Markov backward credit risk migration models.