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Modeliranje verjetnosti neplačila : obstoj generatorja prehodnih matrik in algoritmi za iskanje : magistrsko delo
ID
Marčuk, Jelena
(
Author
),
ID
Omladič, Matjaž
(
Mentor
)
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MD5: 4D3936A8288185EE4DE20DFAA4B3924B
PID:
20.500.12556/rul/20f43141-858e-44a3-af15-f77e9f6358db
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Language:
Slovenian
Keywords:
matematika
,
bonitetne ocene
,
generatorji
,
kreditno tveganje
,
markovske verige
,
prehodne matrike
,
verjetnost neplačila
Work type:
Master's thesis/paper
Typology:
2.09 - Master's Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[J. Marčuk]
Year:
2014
Number of pages:
50 f.
PID:
20.500.12556/RUL-96848
UDC:
519.21
COBISS.SI-ID:
16952665
Publication date in RUL:
16.10.2017
Views:
3377
Downloads:
495
Metadata:
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Secondary language
Language:
English
Keywords:
mathematics
,
credit ratings
,
generators
,
credit risk
,
Markov chains
,
transition matrices
,
default probability
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