All ebooks by Giuseppe Di Biase in PDF and EPUB
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All ebooks by Giuseppe Di Biase in PDF and EPUB


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Download this eBook Semi-Markov Migration Models for Credit Risk
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Semi-Markov Migration Models for Credit Risk


Guglielmo D'amico , Giuseppe Di Biase , Jacques Janssen , Raimondo Manca


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...

Publication date: 2017-06-01
Format: PDF, ePub
Publisher: Wiley-ISTE
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£146,59

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