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Structured Credit Portfolio Analysis, Baskets and CDOs

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Structured Credit Portfolio Analysis, Baskets and CDOs Synopsis

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

About This Edition

ISBN: 9781420011470
Publication date:
Author: Bluhm, Christian|Overbeck, Ludger
Publisher: CRC Press
Format: Ebook

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