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Introduction to Credit Risk Modeling - Chapman and Hall / CRC Financial Mathematics Series Christian Bluhm 2.º edición
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 2 de junio de 2010 |
| ISBN13 | 9781584889922 |
| Editores | Taylor & Francis Inc |
| Páginas | 384 |
| Dimensiones | 241 × 155 × 25 mm · 690 g |
| Lengua | Inglés |
| Editor de series | Cont, Rama (Columbia University, New York, USA) |
| Editor de series | Dempster, M.A.H. (Cambridge Systems Associates Limited, UK) |
| Editor de series | Madan, Dilip B. (University of Maryland, College Park, USA University of Maryland, College Park, USA) |