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Structured Credit Portfolio Analysis, Baskets and CDOs - Chapman and Hall / CRC Financial Mathematics Series Christian Bluhm 1st edition
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Structured Credit Portfolio Analysis, Baskets and CDOs - Chapman and Hall / CRC Financial Mathematics Series
Christian Bluhm
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.
376 pages, 104 black & white illustrations, 28 black & white tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | September 29, 2006 |
| ISBN13 | 9781584886471 |
| Publishers | Taylor & Francis Inc |
| Pages | 371 |
| Dimensions | 167 × 242 × 25 mm · 662 g |
| Language | English |