Introduction to Credit Risk Modeling

302,90 €


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Información del producto

ISBN9781584889922
EditorialTaylor & Francis Inc
Precio (sin IVA)285,75 €
Impuestos17,15 €
Precio (IVA incluido)302,90 €
Disponibilidad2 Unidades En almacén externo

Descripción del producto

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.