Structured credit portfolio analysis, baskets & CDOs [electronic resource] / Christian Bluhm, Ludger Overbeck.

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

Online Access:	Full Text (via Taylor & Francis)
Main Author:	Bluhm, Christian
Other Authors:	Overbeck, Ludger
Format:	Electronic eBook
Language:	English
Published:	Boca Raton, FL : Chapman & Hall/CRC, ©2007.
Series:	Chapman & Hall/CRC financial mathematics series.
Subjects:	Portfolio management. Investment analysis. Electronic book.