Použití markovských řetězců v modelech kreditního rizika

Credit risk management has become the key instrument for better portfolio diversification and related minimalization of possible loss. Upon the credit risk management we can estimate amount of company's loss brought with creditworthiness of its obligors. Lots of models dealing with credit risk...

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Bibliographic Details
Main Author: Bořánek, Jan
Other Authors: Mandl, Petr
Format: Dissertation
Language:Czech
Published: 2009
Online Access:http://www.nusl.cz/ntk/nusl-295497