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Introduction to Credit Risk Modeling

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In Stock (981)

£ 216.00

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.

Book Details
EAN:
9781584889922
Binding:
Hardback
Dimensions(mm):
155 x 241 x 25
Publication Date:
2010-06-02
Publication Country:
United States