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Structured Credit Portfolio Analysis, Baskets and CDOs

Structured Credit Portfolio Analysis, Baskets and CDOs

Christian Bluhm / Ludger Overbeck

120,00 €
IVA incluido
Disponible
Editorial:
Taylor & Francis Ltd
Año de edición:
2019
Materia
Matemáticas
ISBN:
9780367390242
120,00 €
IVA incluido
Disponible

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Sobre IBD

Written from the perspective of practitioners who apply mathematical concepts to structured credit products, Structured Credit Portfolio Analysis 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. This unique critically acclaimed volume is written in a self-contained style so readers with a basic understanding of probability will have no difficulty following it. In addition, many examples and calculations have been included to keep the discussion close to business applications.

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