Introduction To Credit Risk Modeling
Book
eBook
language: english
Publisher:
TAYLOR & FRANCIS INC, June of 2010 ‧
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256,86€
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SYNOPSIS
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.
DETAILS
| 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 |
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