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CRC Press Structured Credit Portfolio Analysis - Chapman and Hall CRC

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Description

Structured Credit Portfolio Analysis, Baskets and CDOs is a comprehensive guide published by CRC Press and Routledge for financial professionals evaluating complex credit products. This book addresses the growing demand for practical concepts and techniques in structured credit markets, where financial institutions continuously develop tailored positions in credit-risky instruments including loans, bonds, swaps, and asset-backed securities. Written from a practitioner's perspective, it combines mathematical frameworks with real-world applications for analysing portfolios and credit derivatives. The content equips readers with the knowledge needed to understand economic performance drivers linked to underlying credit instrument portfolios, making it essential for quantitative analysts, risk managers, and investment professionals working with structured credit products in today's dynamic financial markets.

Key Features

Focuses on structured credit products with mathematical methods applicable to loans, bonds, swaps and asset-backed securities.

Written by practitioners for practitioners, emphasising real-world application of mathematical concepts to structured credit analysis.

Covers portfolio evaluation techniques and strategies for managing credit risk in complex financial instruments.

Published by CRC Press and Routledge, established publishers in financial mathematics and econometrics literature.

Addresses the methodologies for analysing baskets and collateralised debt obligations (CDOs) in credit markets.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
19 September 2019
Listed Since
08 August 2019

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