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Structured Credit Portfolio Analysis, Baskets and CDOs (Hardcover)
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Structured Credit Portfolio Analysis, Baskets and CDOs (Hardcover)
Series: Chapman and Hall/CRC Financial Mathematics Series
Expected to ship within 12 - 17 working days
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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.
General
Imprint: |
Chapman & Hall/CRC
|
Country of origin: |
United States |
Series: |
Chapman and Hall/CRC Financial Mathematics Series |
Release date: |
September 2006 |
First published: |
2007 |
Authors: |
Christian Bluhm
• Ludger Overbeck
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Dimensions: |
234 x 156 x 25mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
371 |
ISBN-13: |
978-1-58488-647-1 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
General
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LSN: |
1-58488-647-1 |
Barcode: |
9781584886471 |
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