ПОТОКИ ПЛАТЕЖЕЙ КРЕДИТНОГО ПОРТФЕЛЯ В УСЛОВИЯХ НЕПОЛНОЙ ИНФОРМАЦИИ

Resultado de la investigación: Article

Resumen

A problem of the cash flows evaluation for the loan portfolio is considered in the paper. Dynamics of the portfolio is described on the base of Markov chain model constructed under incomplete information on the transition probabilities. Net present values of the loan portfolio are calculated on the base of statistical data. The simulation modeling is used to calculate the unknown probabilities.
Título traducido de la contribuciónCASH FLOWS OF THE LOAN PORTFOLIO UNDER CONDITION OF UNCERTAINTY
Idioma originalRussian
Páginas (desde-hasta)106-111
Número de páginas6
PublicaciónВестник УрФУ. Серия: Экономика и управление
N.º2
EstadoPublished - 2013

GRNTI

  • 06.00.00 ECONOMY AND ECONOMIC SCIENCES

Level of Research Output

  • VAK List

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