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Introduction to Credit Risk Modeling - Chapman and Hall / CRC Financial Mathematics Series Bluhm, Christian (Munich, Germany) 2. izdevums
Introduction to Credit Risk Modeling - Chapman and Hall / CRC Financial Mathematics Series
Bluhm, Christian (Munich, Germany)
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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2010. gada 2. jūnijs |
| ISBN13 | 9781584889922 |
| Izdevēji | Taylor & Francis Inc |
| Lapas | 384 |
| Izmēri | 241 × 155 × 25 mm · 690 g |
| Valoda | Angļu |
| Sērijas redaktors | Cont, Rama (Columbia University, New York, USA) |
| Sērijas redaktors | Dempster, M.A.H. (Cambridge Systems Associates Limited, UK) |
| Sērijas redaktors | Madan, Dilip B. (University of Maryland, College Park, USA University of Maryland, College Park, USA) |