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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£141.31 | RRP: * Excludes Voucher Code Discount Also available Used from £37.28
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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...
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Pickabook
Christian Bluhm, Ludger Overbeck, Christoph Wagner
- 1584889926
- 9781584889922
- Christian Bluhm, Ludger Overbeck, Christoph Wagner
- 7 June 2010
- Chapman and Hall/CRC
- Hardcover (Book)
- 384
- 2
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