Billede af bogens forside - Introduction to Credit Risk Modeling

Introduction to Credit Risk Modeling

af Christian Bluhm

Bog, Hardback, Engelsk, 2010

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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Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9781584889922
  • Udgivet2/06/2010
  • Udgivet afTaylor & Francis Inc
  • Længde384 sider
  • ForfatterChristian Bluhm
  • GenreBusiness og læring, Økonomi og finans