Structured Credit Portfolio Analysis, Baskets and CDOs

Structured Credit Portfolio Analysis, Baskets and CDOs
Author :
Publisher : CRC Press
Total Pages : 376
Release :
ISBN-10 : 9781420011470
ISBN-13 : 1420011472
Rating : 4/5 (70 Downloads)

Book Synopsis Structured Credit Portfolio Analysis, Baskets and CDOs by : Christian Bluhm

Download or read book Structured Credit Portfolio Analysis, Baskets and CDOs written by Christian Bluhm and published by CRC Press. This book was released on 2006-09-29 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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