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

by Christian Bluhm (Author), Ludger Overbeck (Author)

New
Hardcover
2006
$204.85

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.

Synopsis

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.

$204.85

Quantity

5 in stock

More Information

Format: Hardcover
Pages: 376
Edition: 1
Publisher: Chapman and Hall/CRC
Published: 29 Sep 2006
ISBN 10: 1584886471
ISBN 13: 9781584886471

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

New

$204.85

Synopsis

$204.85

More Information