Semi-Markov migration models for credit risk /

Bibliographic Details
Main Authors:	D'Amico, Guglielmo (Author), Biase, Giuseppe Di (Author), Janssen, Jacques, 1939- (Author), Manca, Raimondo (Author)
Corporate Author:	ProQuest (Firm)
Format:	eBook
Language:	English
Published:	London, UK : Hoboken, NJ : ISTE, Ltd. ; Wiley, 2017.
Series:	Mathematics and statistics series (ISTE)
Subjects:	Markov processes. Financial risk > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book

Description
Item Description:	Description based upon print version of record. 6. NHSMP Model for the Evaluation of Credit Default Swaps Electronic resource.
Physical Description:	1 online resource.
Bibliography:	Includes bibliographical references and index.
ISBN:	9781119415114 111941511X