1st Edition
Structured Credit Portfolio Analysis, Baskets and CDOs
376 Pages
by
Chapman & Hall
371 Pages
104 B/W Illustrations
by
Chapman & Hall
376 Pages
by
Chapman & Hall
Also available as eBook on:
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 steadily growing market, there is a high demand for... Read more
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.
Biography
Bluhm, Christian; Overbeck, Ludger
