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Introduction to Credit Risk Modeling

Name: Introduction to Credit Risk Modeling
Brand: Taylor & Francis Inc
SKU: 04235280
Price: 250.39 EUR
Availability: InStock
Author: Christian Bluhm
ISBN: 9781584889922

Christian Bluhm

Lingua

Inglese

Libro Rigido

Codice Libristo: 04235280

Casa editrice Taylor & Francis Inc, giugno 2010

Illustrating mathematical models for structured credit with practical examples, this book presents a... Descrizione completa

Codice Libristo: 04235280

613 b

250.39 €

Magazzino esterno Inviamo tra 14-21 giorni

Fino a 30 giorni per il reso

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Illustrating mathematical models for structured credit with practical examples, this book presents an introduction to the foundations of structured credit portfolio modeling. It features material on estimation of asset correlations, and benchmark correlations based on securitizations of benchmark portfolios in the market.