Assessing the credit risk of bank loans using an extended Markov chain model
Year of publication: |
2012
|
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Authors: | Lu, Su-lien |
Published in: |
Journal of applied finance & banking. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 1792-6599, ZDB-ID 2614242-9. - Vol. 2.2012, 1, p. 197-223
|
Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Markov-Kette | Markov chain |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G10 - General Financial Markets. General ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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