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Structured Credit Portfolio Analysis, Baskets and CDOs

By: Germany) Bluhm Christian (Munich (Author) , Germany) Overbeck Ludger (University of Giessen (Author)

Manufacture on Demand

Ksh 40,800.00

Format: Hardback or Cased Book

ISBN-13: 9781584886471

Publisher: Taylor & Francis Inc

Publication Date: Sep 29th, 2006

Weight: 662 grams

Dimension: 24.20 x 16.70 x 2.50 cms

Category: MATHEMATICS

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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.

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