Structured Credit Portfolio Analysis, Baskets and CDOs

Structured Credit Portfolio Analysis, Baskets and CDOs

Auteur: Christian Bluhm, Ludger Overbeck
Uitgever: CRC Press
Editie: 1
Publicatiedatum: 2006
ISBN: 9780367390242

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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 stead

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