Structured Credit Portfolio Analysis, Baskets and CDOs (Chapman and Hall/CRC Financial Mathematics Series) - Tapa dura

Libro 3 de 71: Chapman and Hall/CRC Financial Mathematics

Bluhm, Christian; Overbeck, Ludger

 
9781584886471: Structured Credit Portfolio Analysis, Baskets and CDOs (Chapman and Hall/CRC Financial Mathematics Series)
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ISBN 10: 1584886471 ISBN 13: 9781584886471
Editorial: Chapman and Hall/CRC, 2006

Sinopsis

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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Acerca del autor

Bluhm, Christian; Overbeck, Ludger

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Chapman and Hall/CRC
Año de publicación
2006
Idioma
Inglés
ISBN 10 
1584886471
ISBN 13 
9781584886471
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
371
Contacto del fabricante
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Alemania

Otras ediciones populares con el mismo título

9780367390242: Structured Credit Portfolio Analysis, Baskets and CDOs (Chapman and Hall/CRC Financial Mathematics Series)

Edición Destacada

ISBN 10:  0367390248 ISBN 13:  9780367390242
Editorial: Routledge, 2019
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