Credit Rating Migration Risks in Structure Models - Jin Liang,Bei Hu
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The book provides the latest research results on measuring Credit Rating Migration by mathematical methods. It brings about most popular mathematical models, methods and applications on this area, especially presents the latest development on structure models. It is systematically collects the models, methods and results in this area.The book first introduced the financial background and preliminary mathema ... Full description
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Description
The book provides the latest research results on measuring Credit Rating Migration by mathematical methods. It brings about most popular mathematical models, methods and applications on this area, especially presents the latest development on structure models. It is systematically collects the models, methods and results in this area.
The book focuses on theoretical financial investigators, especially financial mathematical researchers and students. The book is involved various mathematical models, such as PDE, numerical simulation etc., some of them are interesting mathematical problems, so that, and a good reference book to study mathematical modeling in credit rating migration. It might also be used as a textbook for students in financial credit risks.
More Information
| Author | Jin Liang, Bei Hu |
|---|---|
| Publisher | Palgrave Macmillan |
| Release year | 2025 |
| Cover type | Softcover |
| EAN | 9789819721818 |