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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| Online Access: |
Full Text (via Taylor & Francis) |
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| Main Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
Chapman & Hall/CRC,
©2007.
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| Series: | Chapman & Hall/CRC financial mathematics series.
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| Subjects: |
| 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. |
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| Physical Description: | 1 online resource (xvii, 357 pages) : illustrations. |
| Bibliography: | Includes bibliographical references (pages 339-347) and index. |
| ISBN: | 9781420011470 1420011472 1584886471 9781584886471 |
| Source of Description, Etc. Note: | Print version record. |