LIBROS DEL AUTOR: christian bluhm

3 resultados para LIBROS DEL AUTOR: christian bluhm

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  • Structured Credit Portfolio Analysis, Baskets and CDOs
    Christian Bluhm / Ludger Overbeck
    Written from the perspective of practitioners who apply mathematical concepts to structured credit products, Structured Credit Portfolio Analysis starts with a brief wrap-up on basic concepts of credit risk modeling and then quickly moves on to more advanced topics such as the modeling and evaluation of basket products, credit-linked notes referenced to credit portfolios, colla...
    Disponible

    120,00 €

  • Introduction to Credit Risk Modeling
    Christian Bluhm / Christoph Wagner / Ludger Overbeck
    Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modeling, Second Edition presents upd...
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    341,78 €

  • Kreditrisikomessung
    Andreas Henking / Christian Bluhm / Ludwig Fahrmeir
    Jeder Kredit birgt für den Kreditgeber ein Risiko, da unsicher ist, ob Kreditnehmer ihren Zahlungsverpflichtungen nachkommen. Kreditrisiken werden mit Hilfe statistischer Methoden und mathematischer Modelle gemessen. Nicht zuletzt vor dem Hintergrund Basel II hat die quantitative Kreditrisikomessung in den letzten Jahren enorm an Bedeutung gewonnen. M...
    Disponible

    107,78 €