Rating based modeling of credit risk : theory and application of migration matrices

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Bibliographic Information

Title
"Rating based modeling of credit risk : theory and application of migration matrices"
Statement of Responsibility
Stefan Trueck, Svetlozar T. Rachev
Publisher
  • Academic Press
Publication Year
  • c2009
Book size
24 cm

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Notes

Includes bibliographical references (p. [249]-258) and index

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