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portada Structured Credit Portfolio Analysis, Baskets and CDOs
Structured Credit Portfolio Analysis, Baskets and CDOsStructured Credit Portfolio Analysis, Baskets and CDOsStructured Credit Portfolio Analysis, Baskets and CDOs
Type
Physical Book
Publisher
Language
English
Pages
371
Format
Hardcover
Dimensions
23.6x16.4x2.6 cm
Weight
0.67 kg.
ISBN
1584886471
ISBN13
9781584886471

Structured Credit Portfolio Analysis, Baskets and CDOs

Christian Bluhm (Author) · Ludger Overbeck (Author) · CRC Press · Hardcover

Structured Credit Portfolio Analysis, Baskets and CDOs - Bluhm, Christian ; Overbeck, Ludger

New Book Imported to Taiwan
Delivery: 14 Oct - 22 Oct Shipping: 13 to 14 business days.
NT$ 9,675
NT$ 9,675

Synopsis "Structured Credit Portfolio Analysis, Baskets and CDOs"

The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-risky instruments, like loans, bonds, swaps, or asset-backed securities. Financial institutions continuously use these products for tailor-made long and short positions in credit risks. Based on a steadily growing market, there is a high demand for concepts and techniques applicable to the evaluation of structured credit products. Written from the perspective of practitioners who apply mathematical concepts to structured credit products, Structured Credit Portfolio Analysis, Baskets & CDOs 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. The text is written in a self-contained style so readers with a basic understanding of probability will have no difficulties following it. In addition, many examples and calculations have been included to keep the discussion close to business applications. Practitioners as well as academics will find ideas and tools in the book that they can use for their daily work.

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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.

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