Bluhm, Christian, Overbeck, Ludger, Wagner, Christoph
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.
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‘Introduction to Credit Risk Modeling - Bluhm, Christian, Overbeck, Ludger, Wagner, Christoph’.
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