Title Structured credit portfolio analysis, baskets & CDOs / Christian Bluhm, Ludger Overbeck

Published Boca Raton, FL : Chapman & Hall/CRC, 2007

Copies

Location	Call no.	Vol.	Availability
WATERFT BUSINESS	332.645 Blu/Scp		AVAILABLE

Description xvii, 357 pages : illustrations ; 24 cm Series Chapman & Hall/CRC financial mathematics series ; 5 Chapmand & Hall/CRC financial mathematics series ; 5 Chapman & Hall/CRC financial mathematics series ; 5 Contents Contents 1 From single credit risks to credit portfolios -- 2 Default baskets -- 3 Collateralized debt and synthetic obligations -- 4 Some practical remarks -- 5 Suggestions for further reading -- 6 Appendix Bibliography Includes bibliographical references (339-347) and index Subject Portfolio management. Investment analysis. Author Overbeck, Ludger. LC no. 2006049133 ISBN 1584886471 (alk. paper) 9781584886471 (alk. paper)

Other Titles Structured credit portfolio analysis, baskets and CDOs

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