Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Structured Credit Portfolio Analysis, Baskets and CDOs

Structured Credit Portfolio Analysis, Baskets and CDOs

Bluhm, Christian
Overbeck, Ludger

Paperback

Series: Chapman and Hall/CRC Financial Mathematics

Investing & FinanceProbability & Statistics

ISBN10: 0367390248
ISBN13: 9780367390242
Publisher: CRC Press
Published: Sep 19 2019
Pages: 376
Weight: 0.90
Height: 0.60 Width: 6.10 Depth: 9.10
Language: English
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.

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