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Structured Credit Portfolio Analysis, Baskets And Cdos

by Ludger Overbeck e Christian Bluhm
Book eBook
language: english
Publisher: TAYLOR & FRANCIS INC, September of 2006 ‧
256,86€
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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: 9781584886471
Publisher: TAYLOR & FRANCIS INC
Release Date: September of 2006
Language: English
Cover: Hardcover
Pages: 371
Format: Book
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: Books in English > Science > Mathematics
EAN: 9781584886471