Code: 04235280
Introduction to Credit Risk Modeling
by Christian Bluhm
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 correlation ... more
- Language:
English - Binding: Hardback
- Number of pages: 384
Publisher: Taylor & Francis Inc, 2010
- More about this
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Book synopsis
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.
Book details
293.87 €
- Full title: Introduction to Credit Risk Modeling
- Author: Christian Bluhm
- Language: English
- Binding: Hardback
- Number of pages: 384
- EAN: 9781584889922
- ISBN: 1584889926
- ID: 04235280
- Publisher: Taylor & Francis Inc
- Weight: 706 g
- Dimensions: 155 × 241 × 25 mm
- Date of publishing: 02. June 2010
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