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

Detalhes bibliográficos
Autor principal: Santos, João Paulo Nogueira (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2019
Assuntos:
Texto completo:http://hdl.handle.net/10362/63689
País:Portugal
Oai:oai:run.unl.pt:10362/63689