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{ "item_title" : "Structured Credit Portfolio Analysis, Baskets and CDOs", "item_author" : [" Christian Bluhm", "Ludger Overbeck "], "item_description" : "Written from the perspective of practitioners who apply mathematical concepts to structured credit products, Structured Credit Portfolio Analysis starts with a brief wrap-up on basic concepts of credit risk modeling and then quickly moves on to more advanced topics such as the modeling and evaluation of basket products, credit-linked notes referenced to credit portfolios, collateralized debt obligations, and index tranches. This unique critically acclaimed volume is written in a self-contained style so readers with a basic understanding of probability will have no difficulty following it. In addition, many examples and calculations have been included to keep the discussion close to business applications.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/0/36/739/024/0367390248_b.jpg", "price_data" : { "retail_price" : "94.99", "online_price" : "94.99", "our_price" : "94.99", "club_price" : "94.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Structured Credit Portfolio Analysis, Baskets and CDOs|Christian Bluhm

Structured Credit Portfolio Analysis, Baskets and CDOs

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Overview

Written from the perspective of practitioners who apply mathematical concepts to structured credit products, Structured Credit Portfolio Analysis starts with a brief wrap-up on basic concepts of credit risk modeling and then quickly moves on to more advanced topics such as the modeling and evaluation of basket products, credit-linked notes referenced to credit portfolios, collateralized debt obligations, and index tranches. This unique critically acclaimed volume is written in a self-contained style so readers with a basic understanding of probability will have no difficulty following it. In addition, many examples and calculations have been included to keep the discussion close to business applications.

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Details

  • ISBN-13: 9780367390242
  • ISBN-10: 0367390248
  • Publisher: CRC Press
  • Publish Date: September 2019
  • Dimensions: 9.1 x 6.1 x 0.6 inches
  • Shipping Weight: 0.9 pounds
  • Page Count: 376

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