Structured Credit Portfolio Analysis, Baskets and CDOs

by Ludger Overbeck 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: Paperback
• Language: English
• ISBN: 0367390248
• ISBN13: 9780367390242
• Release Date: September 2019
• Publisher: CRC Press
• Length: 376 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.6" x 6.1" x 9.1"