Structured credit portfolio analysis, baskets and cdos
Auteur :
Bluhm, Christian / Overbeck, Ludger
Éditeur :
Taylor & Francis Inc
ISBN :
9781584886471
Date de publication :
29 sept. 2006
Dimensions :
23,4 x 15,6 cm
Poids :
860 g
Langue :
Anglais
Pays d'origine :
USA
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.