Kód: 04235280
Introduction to Credit Risk Modeling
Autor 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 ... celý popis
- Jazyk:
Angličtina - Väzba: Pevná
- Počet strán: 384
Nakladateľ: Taylor & Francis Inc, 2010
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Viac informácií o knihe Introduction to Credit Risk Modeling
Nákupom získate 671 bodov
Anotácia knihy
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.
Parametre knihy
266.67 €
- Celý názov: Introduction to Credit Risk Modeling
- Autor: Christian Bluhm
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 384
- EAN: 9781584889922
- ISBN: 1584889926
- ID: 04235280
- Nakladateľ: Taylor & Francis Inc
- Hmotnosť: 706 g
- Rozmery: 155 × 241 × 25 mm
- Dátum vydania: 02. June 2010
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