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  1. Rating Based Modeling of Credit Risk (Inbunden)

    av

    Stefan Trueck, Svetlozar T. Rachev

    ISBN: 9780123736833 - UTGIVEN: 2008-12-01

    Credit risk is one of the most studied topics in quantitative finance. This book provides an introduction and overview on rating based modeling of credit risk focusing on the theory and application of credit migration matrices. It provides an up-to-date reference to the central problems of the field[...]

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    från 543.00 kr