Introduction to Credit Risk Modeling

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.

• | By (Author): Christian (Munich, Germany) Bluhm
• | Publisher: Taylor & Francis Inc
• | Publication Date: Jun 03, 2010
• | Country of Publication: United States
• | Number of Pages: 384 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 1584889926
• | ISBN-13: 9781584889922