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Structured Credit Portfolio Analysis, Baskets and CDOs (Chapman & Hall/CRC Financial Mathematics Series) Book
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.Read More
from£105.14 | RRP: * Excludes Voucher Code Discount Also available Used from £35.71
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Blackwell
Written from the perspective of practitioners who apply mathematical concepts to structured credit products, this critically acclaimed work starts with a brief wrap-up on basic concepts of credit risk modeling and then quickly moves on to more...
- 1584886471
- 9781584886471
- Christian Bluhm, Ludger Overbeck
- 29 September 2006
- Chapman and Hall/CRC
- Hardcover (Book)
- 376
- 1
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