Introduction to Credit Risk Modeling

Pārdošanas cena €220,80 Regulārā cena €287,04

BEZMAKSAS piegāde

2 ir noliktavā

Christian Bluhm

384 lapas

2010 gads

Cietais vāks

Svītrkods: 9781584889922

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.