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Introduction to Credit Risk Modeling

About 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.

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  • Language:
  • English
  • ISBN:
  • 9781584889922
  • Binding:
  • Hardback
  • Pages:
  • 384
  • Published:
  • June 1, 2010
  • Edition:
  • 2
  • Dimensions:
  • 241x155x25 mm.
  • Weight:
  • 690 g.
  In stock
Delivery: 3-5 business days
Expected delivery: November 23, 2024

Description of 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.

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