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Financial Hedging

Editor: Patrick N.Catlere

Nova Science Publishers Inc (United States), 2009
Hardback
ISBN: 9781606926659
ISBN-10: 1606926659

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Financial Hedging

The problem of credit risk is an important problem in finance. It consists of computing the probability of a firm defaulting on a debt. The time evolution of rating for credit risk models can be studied by means of Markov transition models. This book looks at the homogeneous and non-homogeneous semi-Markov backward credit risk migration models.

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Patrick N. Catlere
Commodities
Investment & securities
Finance
Finance & accounting
Economics, finance, business and industry
Nova Science Publishers Inc

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Patrick N. Catlere
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