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· 제목 : [eBook Code] Semi-Markov Migration Models for Credit Risk (eBook Code, 1st) 
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9781119415114
· 쪽수 : 316쪽
· 출판일 : 2017-05-24
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9781119415114
· 쪽수 : 316쪽
· 출판일 : 2017-05-24
목차
Chapter 1. Credit risk problem
Chapter 2. Semi-Markov processes credit risk models
Chapter 3. Recurrence time HSMP and NHSMP: credit risk applications
Chapter 4. Backward and recurrence time HSMP and NHSMP credit risk models
Chapter 5. 5 Initial and Final Backward time HSMP and NHSMP credit risk models
Chapter 6. Mono-unireducible Markov and semi-Markov processes
Chapter 7. Non-homogeneous reward semi-Markov credit spread model
Chapter 8. NHSMP model for the evaluation of credit default swap
Chapter 9. Bivariate semi-Markov processes and related reward processes
Chapter 10. Semi-Markov credit risk simulation models
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