Christian Bluhm
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Structured Credit Portfolio Analysis Baskets & CDOsChristian Bluhm; Ludger OverbeckISBN:9781584886471Publisher:Chapman & HallPublication Date:2006Binding:HardcoverSynopsis: 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, and asset-backed securities. The market for such products is steadily growing, and financial institutions continuously use these products for tailor-made risk selling and buying. In this book, the authors discuss mathematical approaches for modeling structured credit products credit-linked to an underlying portfolio of credit-risky instruments. Focusing on ideas found useful in daily work, the presentation is mathematically precise, but does not insist on the deepest level of mathematical sophistication. More About this Book | View All Listings | View Collectible Listings Other editions: Hardcover - 2010, Softcover - 2009, Hardcover - 2002 |
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