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Semi Markov Migration Models Credit by Damico Guglielmo (13 results)
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Semi-Markov Migration Models for Credit Risk
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
£ 133.16
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Add to basketCondition: As New. Unread book in perfect condition.
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Semi-Markov Migration Models for Credit Risk
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
£ 134.30
£ 15 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
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Semi-Markov Migration Models for Credit Risk
Language: English
Published by ISTE Ltd and John Wiley & Sons Inc, 2017
ISBN 10: 1848219059 ISBN 13: 9781848219052
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
£ 147.04
£ 17.20 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketHardback. Condition: New. New copy - Usually dispatched within 4 working days. 645.
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Condition: New. pp.
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Semi-Markov Migration Models for Credit Risk
Language: English
Published by Iste/Hermes Science Pub, 2017
ISBN 10: 1848219059 ISBN 13: 9781848219052
Hardcover. Condition: Brand New. 296 pages. 9.50x6.50x1.00 inches. In Stock.
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Buch. Condition: Neu. Neuware - Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools, building stochastic models is nevertheless necessary to complete this descriptive orientation.This book presents a complete presentation of such a category of models using homogeneous and non-homogeneous semi-Markov processes developed by the authors in several recent papers. This approach provides a good method of evaluating the default risk and the classical VaR indicators used for Solvency II and Basel III governance rules.This book is the first to present a complete semi-Markov treatment of credit risk while also insisting on the practical use of the models presented here, including numerical aspects, so that this book is not only useful for scientific research but also to managers working in this field for banks, insurance companies, pension funds and other financial institutions.
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Semi-Markov Migration Models for Credit Risk
Language: English
Published by Iste/Hermes Science Pub, 2017
ISBN 10: 1848219059 ISBN 13: 9781848219052
Hardcover. Condition: Brand New. 296 pages. 9.50x6.50x1.00 inches. In Stock. This item is printed on demand.
-
Semi-Markov Migration Models for Credit Risk
Language: English
Published by ISTE Ltd and John Wiley & Sons Inc, 2017
ISBN 10: 1848219059 ISBN 13: 9781848219052
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
£ 178.36
£ 17.20 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketHardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 645.
