Rating Based Modeling of Credit Risk
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Published By Elsevier

9780123736833
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Credit Derivatives

2009 ◽  
pp. 217-247
Author(s):  
Trueck Stefan ◽  
Rachev Svetlozar T.
Keyword(s):  
Credit Derivatives

Introduction

2009 ◽  
pp. 1-9
Author(s):  
Trueck Stefan ◽  
Rachev Svetlozar T.

Conditional Credit Migrations

2009 ◽  
pp. 159-185
Author(s):  
Trueck Stefan ◽  
Rachev Svetlozar T.

Rating Based Modeling

2009 ◽  
pp. 53-76
Author(s):  
Trueck Stefan ◽  
Rachev Svetlozar T.

Dependence Modeling and Credit Migrations

2009 ◽  
pp. 187-216
Author(s):  
Trueck Stefan ◽  
Rachev Svetlozar T.
Keyword(s):  
Dependence Modeling

The New Basel Capital Accord

2009 ◽  
pp. 31-51 ◽  
Author(s):  
Trueck Stefan ◽  
Rachev Svetlozar T.
Keyword(s):  
New Basel Capital Accord
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