Introduction to Credit Risk Modeling (Bog, Hardback, Engelsk) af Christian (Munich Bluhm

Introduction to Credit Risk Modeling

(Bog, Hardback, Engelsk)
Forfattere: Christian (Munich Bluhm, Ludger (University of Giessen Overbeck, Christoph (Munich Wagner

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Beskrivelse

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.

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Alle detaljer

Forlag Taylor & Francis Inc
Forfattere Christian (Munich Bluhm, Ludger (University of Giessen Overbeck, Christoph (Munich Wagner
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2 ed
Udgivelsesdato 02-06-2010
Første udgivelsesår 2010
Serie Chapman and Hall/CRC Financial Mathematics Series
Illustrationer 18 Tables, black and white; 50 Illustrations, black and white
Originalsprog United States
Sideantal 384
Indbinding Hardback
Forlag Taylor & Francis Inc
Serieredaktør M.A.H. (Cambridge Systems Associates Limited Dempster, Dilip B. (University of Maryland Madan, Rama (Columbia University Cont
Sideoplysninger 384 pages, 18 Tables, black and white; 50 Illustrations, black and white
Mål 155 x 241 x 25
ISBN-13 / EAN-13 9781584889922