Structured Credit Portfolio Analysis, Baskets and CDOs

Structured Credit Portfolio Analysis, Baskets and CDOs (Chapman and Hall/CRC Financial Mathematics Series)
- Used Book in Good Condition
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 steadily growing market, there is a high demand for concepts and techniques applicable to the evaluation of structured credit products.

Written from the perspective of practitioners who apply mathematical concepts to structured credit products, Structured Credit Portfolio Analysis, Baskets & CDOs 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. The text is written in a self-contained style so readers with a basic understanding of probability will have no difficulties following it. In addition, many examples and calculations have been included to keep the discussion close to business applications. Practitioners as well as academics will find ideas and tools in the book that they can use for their daily work.
Country USA
Brand CRC Press
Manufacturer Chapman and Hall/CRC
Binding Hardcover
UnitCount 1
Format Illustrated
EANs 9781584886471
ReleaseDate 0000-00-00

Country	USA
Brand	CRC Press
Manufacturer	Chapman and Hall/CRC
Binding	Hardcover
UnitCount	1
Format	Illustrated
EANs	9781584886471
ReleaseDate	0000-00-00

Structured Credit Portfolio Analysis, Baskets and CDOs (Chapman and Hall/CRC Financial Mathematics Series)

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