Introduction to credit risk modeling
Auteur :
Bluhm, Christian / Overbeck, Ludger / Wagner, Christoph
Éditeur :
Taylor & Francis Inc
ISBN :
9781584889922
Date de publication :
2 juin 2010
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
748 g
Format :
Unsewn / adhesive bound
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.