Introduction to Credit Risk Modeling
€286.90
Available for sending in 4/5 days
Product Information
| ISBN | 9781584889922 |
|---|---|
| Publisher | Taylor & Francis Inc |
| Price (excl. tax) | €270.66 |
| Tax | €16.24 |
| Price (incl. tax) | €286.90 |
| Availability | 2 units in external warehouse |
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, and benchmark correlations based on securitizations of benchmark portfolios in the market.