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Structured credit portfolio analysis, baskets & CDOs /

Bluhm, Christian

Structured credit portfolio analysis, baskets & CDOs / Christian Bluhm, Ludger Overbeck - Boca Raton, FL : Chapman & Hall/CRC, 2007 - xvii, 357 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references (p. 339-347) and index

ISBN: 1584886471 (hbk.) RM305.03

Subjects--Topical Terms:
Portfolio management
Investment analysis.

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