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

Structured Credit Portfolio Analysis, Baskets and CDOs

Chapman & Hall/CRC Financial Mathematics

Ludger Overbeck, Christian Bluhm

357 pages missing pub info (editions)

nonfiction business mathematics informative medium-paced
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Description

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 con...

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