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Introduction to Credit Risk Modeling

By: Germany) Bluhm Christian (Munich (Author) , Germany) Overbeck Ludger (University of Giessen (Author) , Germany) Wagner Christoph (Munich (Author)

2 in stock

Ksh 40,800.00

Format: Hardback or Cased Book

ISBN-13: 9781584889922

Publisher: Taylor & Francis Inc

Publication Date: Jun 2nd, 2010

Weight: 706 grams

Dimension: 15.50 x 24.10 x 2.50 cms

Category: Credit & credit institutions

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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.

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