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Structured Credit Portfolio Analysis, Baskets and CDOs, PDF eBook

Structured Credit Portfolio Analysis, Baskets and CDOs PDF

Part of the Chapman and Hall/CRC Financial Mathematics Series series

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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.

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