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

1584886471 (hbk.) RM305.03


Portfolio management
Investment analysis.