Structured Credit Portfolio Analysis, Baskets and CDOs
Christian Bluhm, Ludger Overbeck
Taylor & Francis Inc, 2006
317,25 €On orderDelivery: 2-3 weeks
Presents basic concepts of credit risk modeling. This book also presents advanced topics such as the modeling and evaluation of basket products, credit-linked notes referenced to credit portfolios, collateralized debt obligations, and index tranches.
- ISBN-13
- 9781584886471
- ISBN-10
- 1584886471
- Publisher
- Taylor & Francis Inc
- Year
- 2006
- Publication date
- 2006-09-29
- Pages
- 371
- Dimensions
- 242x167x25
- Weight
- 662