Christian Bluhm, Ludger Overbeck

Structured Credit Portfolio Analysis, Baskets and CDOs (eBook, PDF)

• Format: PDF

Produktbeschreibung

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, collateralized debt obligations, and index tranches. This unique critically acclaimed volume is written in a self-contained style so readers with a basic understanding of probability will have no difficulty following it. In addition, many examples and calculations have been included to keep the discussion close to business applications.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 376
• Erscheinungstermin: 29. September 2006
• Englisch
• ISBN-13: 9781420011470
• Artikelnr.: 53262910

Autorenporträt

Bluhm, Christian; Overbeck, Ludger