Credit risk modelling using multi-state markov models

A Dissertation as a partial requirement to obtain the degree of Master in Statistics and Information Management, specialization in Risk Analysis and Management

Bibliographic Details
Main Author: Santos, João Paulo Nogueira (author)
Format: masterThesis
Language:eng
Published: 2019
Subjects:
Online Access:http://hdl.handle.net/10362/63689
Country:Portugal
Oai:oai:run.unl.pt:10362/63689