obstoj generatorja prehodnih matrik in algoritmi za iskanje
Jelena Marčuk (Author), Matjaž Omladič (Mentor)

Abstract

Modeliranje verjetnosti neplačila : obstoj generatorja prehodnih matrik in algoritmi za iskanje

Keywords

matematika;bonitetne ocene;generatorji;kreditno tveganje;markovske verige;prehodne matrike;verjetnost neplačila;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [J. Marčuk]
UDC: 519.21
COBISS: 16952665 Link will open in a new window
Views: 1281
Downloads: 426
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: mathematics;credit ratings;generators;credit risk;Markov chains;transition matrices;default probability;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: 50 f.
ID: 10911070