Structured credit portfolio analysis, baskets & CDOs /

Bluhm, Christian.

Structured credit portfolio analysis, baskets & CDOs / Christian Bluhm, Ludger Overbeck. - Boca Raton, FL : Chapman & Hall/CRC, c2007. - xvii, 357 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .

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

1584886471 (alk. paper) 9781584886471 (alk. paper)

2006049133


Portfolio management.
Investment analysis.

HG4529.5 / .B578 2007

332.645 BLU

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