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Structured Credit Portfolio Analysis, Baskets and CDOs

Om 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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  • Språk:
  • Engelska
  • ISBN:
  • 9781584886471
  • Format:
  • Inbunden
  • Sidor:
  • 371
  • Utgiven:
  • 29. september 2006
  • Mått:
  • 167x242x25 mm.
  • Vikt:
  • 662 g.
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Leveranstid: 2-4 veckor
Förväntad leverans: 9. maj 2025

Beskrivning av 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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