Introduction to Credit Risk Modeling

Akcijos kaina €220,80 Įprasta kaina €287,04

NEMOKAMAS pristatymas

Liko 2 vnt.

Christian Bluhm

384 psl.

2010 m.

Kietas viršelis

Brūkšninis kodas: 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.