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Structured credit portfolio analysis, baskets & CDOs /

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Bibliographic Details
Main Author: Bluhm, Christian (Author)
Corporate Author: Taylor & Francis
Other Authors: Overbeck, Ludger
Format: eBook
Language:English
Published: Boca Raton, FL : Chapman and Hall/CRC, 2007.
Series:Chapman & Hall/CRC financial mathematics series
Subjects:
Portfolio management.
Investment analysis.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • chapter 1 From Single Credit Risks to Credit Portfolios
  • chapter 2 Default Baskets
  • chapter 3 Collateralized Debt and Synthetic Obligations
  • chapter 4 Some Practical Remarks
  • chapter 5 Suggestions for Further Reading
  • chapter 6 Appendix.