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Introduction to Credit Risk Modeling - Chapman and Hall / CRC Financial Mathematics Series Christian Bluhm 2nd edition
Introduction to Credit Risk Modeling - Chapman and Hall / CRC Financial Mathematics Series
Christian Bluhm
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.
384 pages, 50 black & white illustrations, 18 black & white tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | June 2, 2010 |
| ISBN13 | 9781584889922 |
| Publishers | Taylor & Francis Inc |
| Pages | 384 |
| Dimensions | 241 × 155 × 25 mm · 690 g |
| Language | English |
| Series Editor | Cont, Rama (Columbia University, New York, USA) |
| Series Editor | Dempster, M.A.H. (Cambridge Systems Associates Limited, UK) |
| Series Editor | Madan, Dilip B. (University of Maryland, College Park, USA University of Maryland, College Park, USA) |