Introduction to Credit Risk Modeling

Name: Introduction to Credit Risk Modeling
Brand: Taylor & Francis Inc
SKU: 9781584889922
Price: 1412.3 RON
Availability: InStock

Autor: Christian Bluhm

Limbă:

Legare: Copertă tare

Editura: Taylor & Francis Inc

Disponibilitate: În depozitul extern

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

Informații despre carte

Autor

Christian Bluhm

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2010

Pagini

384

EAN

9781584889922

ISBN

1584889926

Enbook ID

04235280

Editura

Taylor & Francis Inc

Greutate

706

Dimensiuni

241 x 155 x 25

Descriere completă

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.

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