Structured Credit Portfolio Analysis, Baskets and CDOs
Published on 29. September 2006
376 pages
978-1-4200-1147-0 (ISBN)
Description
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
More details
Series
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
Professional and scholarly
Risk and portfolio managers in banks and insurance companies; risk consultants and investment specialists; graduate students and researchers in financial mathematics
Illustrations
104 s/w Abbildungen, 28 s/w Tabellen
104 b/w images, 28 tables and 1000 equations
File size
4,58 MB
ISBN-13
978-1-4200-1147-0 (9781420011470)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Christian Bluhm | Ludger Overbeck
Structured Credit Portfolio Analysis, Baskets and CDOs
Book
09/2019
1st Edition
Chapman & Hall/CRC
€96.60
Shipment within 15-20 days
Christian Bluhm | Ludger Overbeck
Structured Credit Portfolio Analysis, Baskets and CDOs
Book
09/2006
1st Edition
Chapman & Hall/CRC
€267.41
Shipment within 15-20 days
Persons
Bluhm, Christian; Overbeck, Ludger
Content
A Brief Guide to The Book. From Single Credit Risks to Credit Portfolios. Default Baskets. Collateralized Debt and Synthetic Obligations. Some Practical Remarks. Suggestions for Further Reading. Appendix.
