Introduction to Credit Risk Modeling

Bluhm, Christian (Munich, Overbeck, Ludger (University of Giessen, Wagner, Christoph (Munich

Omschrijving

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.
€ 214,70
Gebonden
Gratis verzending vanaf
€ 19,95 binnen Nederland
Schrijver
Bluhm, Christian (Munich, Overbeck, Ludger (University of Giessen, Wagner, Christoph (Munich
Titel
Introduction to Credit Risk Modeling
Uitgever
Taylor & Francis Inc
Jaar
2010
Taal
Engels
Pagina's
384
Gewicht
692 gr
EAN
9781584889922
Afmetingen
243 x 163 x 26 mm
Bindwijze
Gebonden

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