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Markovian credit risk transition probabilities under non-negativity constraints for the US portfolio 1984-2004

George Christodoulakis

Publication Data

Title Markovian credit risk transition probabilities under non-negativity constraints for the US portfolio 1984-2004
Author George Christodoulakis
Contributor Manchester Business School
Publisher Manchester Business School
Publication date 2006
Publication location Manchester
Language English

Descriptive Notes

Title from PDF title page (viewed on 9 Jul., 2010).

Topics

Markov processes
Portfolio management
England

Catalogue Data

OBNB ID GBB082937
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 17 p.
P1042 Includes bibliographical references.

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Markovian credit risk transition probabilities under non-negativity constraints for the US portfolio 1984-2004 by George Christodoulakis. Published by Manchester Business School in 2006. Publication and catalogue information, links to buy online and reader comments.