Structured Credit Portfolio Analysis, Baskets and CDOs

by Bluhm Christian and Christian Bluhm

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...

• Format: Hardcover
• Language: English
• ISBN: 1584886471
• ISBN13: 9781584886471
• Release Date: September 2006
• Publisher: CRC Press
• Length: 371 Pages
• Weight: 1.23 lbs.
• Dimensions: 1.0" x 6.5" x 9.3"