Kod: 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 ... więcej
- Język:
Angielski - Oprawa: Twarda
- Liczba stron: 384
Wydawca: Taylor & Francis Inc, 2010
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Opis
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.
Szczegóły książki
293.87 €
- Pełny tytuł: Introduction to Credit Risk Modeling
- Autor: Christian Bluhm
- Język: Angielski
- Oprawa: Twarda
- Liczba stron: 384
- EAN: 9781584889922
- ISBN: 1584889926
- ID: 04235280
- Wydawca: Taylor & Francis Inc
- Waga: 706 g
- Wymiary: 155 × 241 × 25 mm
- Data wydania: 02. June 2010
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