ПОТОКИ ПЛАТЕЖЕЙ КРЕДИТНОГО ПОРТФЕЛЯ В УСЛОВИЯХ НЕПОЛНОЙ ИНФОРМАЦИИ

科研成果: Article

摘要

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.
投稿的翻译标题CASH FLOWS OF THE LOAN PORTFOLIO UNDER CONDITION OF UNCERTAINTY
源语言Russian
页(从-至)106-111
页数6
期刊Вестник УрФУ. Серия: Экономика и управление
2
Published - 2013

GRNTI

  • 06.00.00 ECONOMY AND ECONOMIC SCIENCES

Level of Research Output

  • VAK List

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