Credit Rating Migration Risks in Structure Models

by Jin Liang and Bei Hu

The book provides the latest research results on measuring Credit Rating Migration by mathematical methods. It brings about most popular mathematical models, methods and applications on this area, especially presents the latest development on structure models. It is systematically collects the models, methods and results in this area.

The book first introduced the financial background and preliminary mathematical theory. Then two mainstream...

• Format: Hardcover
• Language: English
• ISBN: 9819721784
• ISBN13: 9789819721788
• Release Date: July 2024
• Publisher: Springer
• Length: 277 Pages