Description: Structured Credit Portfolio Analysis, Baskets and Cdos, Paperback by Bluhm, Christian; Overbeck, Ludger, ISBN 0367390248, ISBN-13 9780367390242, Brand New, Free shipping in the US 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 th that they can use for their daily work.
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Book Title: Structured Credit Portfolio Analysis, Baskets and Cdos
Number of Pages: 376 Pages
Publication Name: Structured Credit Portfolio Analysis Baskets and Cdos
Language: English
Publisher: CRC Press LLC
Subject: Probability & Statistics / General, Finance / General, Investments & Securities / Analysis & Trading Strategies, General
Publication Year: 2019
Type: Textbook
Item Weight: 53.4 Oz
Author: Ludger Overbeck, Christian Bluhm
Item Length: 9.2 in
Subject Area: Mathematics, Business & Economics
Series: Chapman and Hall/Crc Financial Mathematics Ser.
Item Width: 6.2 in
Format: Trade Paperback
