Structured Credit Portfolio Analysis, Baskets and CDOs - Chapman and Hall / CRC Financial Mathematics Series - Christian Bluhm - Books - Taylor & Francis Inc - 9781584886471 - September 29, 2006
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Structured Credit Portfolio Analysis, Baskets and CDOs - Chapman and Hall / CRC Financial Mathematics Series 1st edition


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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.


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  

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