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Structured Credit Portfolio Analysis, Baskets and CDOs
- Binding:
- Hardback
- Pages:
- 371
- Published:
- September 28, 2006
- Dimensions:
- 167x242x25 mm.
- Weight:
- 662 g.
Delivery:
2-3 weeks
Expected delivery: April 24, 2025
Description of Structured Credit Portfolio Analysis, Baskets and CDOs
Presents basic concepts of credit risk modeling. This book also presents advanced topics such as the modeling and evaluation of basket products, credit-linked notes referenced to credit portfolios, collateralized debt obligations, and index tranches.
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