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Structured credit portfolio analysis, baskets & CDOs /

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Written from the perspective of practitioners who apply mathematical concepts to structured credit products, this book starts with a brief wrap-up on basic concepts of credit risk modeling and then moves on topics such as the modeling and evaluation of basket products, and credit-linked notes refere...

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Bibliographic Details
Main Author: Bluhm, Christian
Corporate Author: Taylor & Francis
Other Authors: Overbeck, Ludger
Format: eBook
Language:English
Published: Boca Raton, FL : Chapman & Hall/CRC, ©2007.
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Portfolio management.
Investment analysis.
Corporations > Finance.
Business enterprises > Finance.
Investments > analysis
Financial Management
Gestion de portefeuille.
Analyse financière.
BUSINESS & ECONOMICS > Investments & Securities > General.
Corporations > Finance
Business enterprises > Finance
Investment analysis
Portfolio management
Risikoanalyse
Strukturiertes Finanzprodukt
Portfolio-analyse.
Wiskundige modellen.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary:Written from the perspective of practitioners who apply mathematical concepts to structured credit products, this book starts with a brief wrap-up on basic concepts of credit risk modeling and then moves on topics such as the modeling and evaluation of basket products, and credit-linked notes referenced to credit portfolios.
Physical Description:1 online resource (xvii, 357 pages) : illustrations
Bibliography:Includes bibliographical references (pages 339-347) and index.
ISBN:9781420011470
1420011472
1584886471
9781584886471