Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series) Book + PRICE WATCH * Amazon pricing is not included in price watch

Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series) Book

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.Read More

from£96.24 | RRP: £49.99
* Excludes Voucher Code Discount Also available Used from £37.64
  • Blackwell

    The recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to rela-life situations. While continuing to focus on common mathematical approaches...

  • Pickabook

    Christian Bluhm, Ludger Overbeck, Christoph Wagner

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