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Introduction To Credit Risk Modeling

by Christian Bluhm, Christoph Wagner e Ludger Overbeck
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language: english
Publisher: TAYLOR & FRANCIS INC, June of 2010 ‧
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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.

Introduction To Credit Risk Modeling

by Christian Bluhm, Christoph Wagner e Ludger Overbeck

Property Description
ISBN: 9781584889922
Publisher: TAYLOR & FRANCIS INC
Release Date: June of 2010
Language: English
Cover: Hardcover
Pages: 384
Format: Book
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9781584889922