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Structured Credit Portfolio Analysis, Baskets And Cdos eBook

by Ludger Overbeck e Christian Bluhm
language: english
Publisher: CRC PRESS, September of 2006 ‧
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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.

Structured Credit Portfolio Analysis, Baskets And Cdos

by Ludger Overbeck e Christian Bluhm

Property Description
ISBN: 9781420011470
Publisher: CRC PRESS
Release Date: September of 2006
Language: English
Format: eBook
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9781420011470

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