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Structured Credit Portfolio Analysis, Baskets and CDOs

By Christian Bluhm

Product Image: Structured Credit Portfolio Analysis, Baskets and CDOs

Structured Credit Portfolio Analysis, Baskets and CDOs

By Christian Bluhm

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Description
Written from the perspective of practitioners who apply mathematical concepts to structured credit products, Structured Credit Portfolio Analysis starts with a brief wrap-up on basic concepts of credit risk modeling and then quickly moves on to more advanced topics such as the modeling and evaluation of basket products, credit-linked notes referenced to credit portfolios, collateralized debt obligations, and index tranches. This unique critically acclaimed volume is written in a self-contained style so readers with a basic understanding of probability will have no difficulty following it. In addition, many examples and calculations have been included to keep the discussion close to business applications.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
374
Release Date:
2019-09-19
Publication Date:
2019-09-19
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
0367390248
ISBN13:
9780367390242
Weight:
567 g
Height:
156 cm
Width:
234 cm
Thickness:
20 cm
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