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Forventes på lager: 02-06-2010
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.
| 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 |