Trueck, Stefan. <br/><br/>
Rating based modeling of credit risk  theory and application of migration matrices /  [electronic resource] : 
Stefan Trueck, Svetlozar T. Rachev. 
 - London  Burlington, MA :  Academic,  c2009. 
 - xii, 266 p. :  ill. ;  24 cm. 
 - Academic Press advanced finance series .
 - Academic Press advanced finance series. .
<br/><br/>Includes bibliographical references (p. [249]-258) and index. 
<br/><br/>1. Introduction: Credit Risk Modeling, Ratings and Migration Matrices -- 2. Rating and Scoring Techniques -- 3. The New Basel Capital Accord -- 4. Rating Based Modeling -- 5. Migration Matrices and the Markov Chain Approach -- 6. Stability of Credit Migrations -- 7. Measures for Comparison of Transition Matrices -- 8. Real World and Risk-Neutral Transition Matrices -- 9. Conditional Credit Migrations: Adjustments and Forecasts -- 10. Dependence Modeling and Credit Migrations -- 11. Credit Derivatives. 
<br/><br/><br/>Electronic reproduction. <br/>Amsterdam : <br/>Elsevier Science & Technology, <br/>2009. <br/>Mode of access: World Wide Web. <br/>System requirements: Web browser. <br/>Title from title screen (viewed on Apr. 10, 2009). <br/>Access may be restricted to users at subscribing institutions. 
<br/><br/><label>ISBN: </label>9780123736833 0123736838 
<br/><br/><label>Source: </label>136462:136595  Elsevier Science & Technology  http://www.sciencedirect.com 
<br/><br/><label>LCCN: </label>2009-417734 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Credit--Management.<br/>Risk management.<br/>Credit ratings.<br/>Credit--Management--Mathematical models.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG3751  / .T78 2009 
<br/><br/><label>Dewey Class. No.: </label>332.7011 658.88