Applications of hidden Markov chains to credit risk modelling

• Author / Creator

  Korolkiewicz, Malgorzata Wiktoria

• Subjects / Keywords

  • Markov processes. Numerical solutions.
  • Credit ratings.

• Graduation date

  2004

• Type of Item

  Thesis

• Degree

  Doctor of Philosophy in Finance

• DOI

  https://doi.org/10.7939/r3-eev5-qh65

• License

  This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for the purpose of private, scholarly or scientific research. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.