Structured Credit Portfolio Analysis, Baskets and Cdos (Chapman & Hall/CRC Financial Mathematics)

by Christian Bluhm and Ludger Overbeck

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Book cover for Structured Credit Portfolio Analysis, Baskets and Cdos

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The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-risky instruments, like loans, bonds, swaps, or asset-backed securities. Financial institutions continuously use these products for tailor-made long and short positions in credit risks. Based on a stead
  • ISBN10 6611274707
  • ISBN13 9786611274702
  • Publish Date 1 January 2007 (first published 29 September 2006)
  • Publish Status Active
  • Out of Print 21 August 2012
  • Publish Country US
  • Publisher Taylor & Francis Ltd
  • Imprint CRC Press
  • Format eBook
  • Pages 376
  • Language English