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Introduction To Credit Risk Modeling

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.
RIP - This product is no longer available on our network. It was last seen on 01.01.2015

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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9781584889922
Availability: In Stock
£44.99
business & economics Social Sciences, Law & Economics > Business & Economics
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Product Description

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, & benchmark correlations based on securitizations of benchmark portfolios in the market.

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Supplier Information

Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
Fast delivery
Page Updated: 2015-03-31 20:45:45

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