مرکز منطقه ای اطلاع رساني علوم و فناوري - A discrete Markov chain model for valuing loan portfolios. The case of Mexican loan sales

Title of article :

A discrete Markov chain model for valuing loan portfolios. The case of Mexican loan sales

Author/Authors :

Gabriela F. del Angel، نويسنده , , Javier M?rquez Diez-Canedo، نويسنده , , Estela Pati?o Gorbea، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

1457

To page :

1480

Keywords :

Stochastic valuation , Loan sales , Distressed debt , Order statistics , Auctiontheory

Journal title :

Journal of Banking and Finance

Serial Year :

1998

Journal title :

Journal of Banking and Finance

Record number :

193065

Link To Document :