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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Format: | Dissertation |
Language: | Czech |
Published: |
2009
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Online Access: | http://www.nusl.cz/ntk/nusl-295497 |