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Baskets and Tranches: A Guide to Basket and Tranche Securities
This guide offers insights into pricing multi-name credit instruments.
An Introduction to Credit Risk Modeling
This guide offers an accessible approach to credit risk measurement and modeling.
Christian Bluhm et al. · 2016 · Chapman And Hall
This comprehensive text provides a detailed exploration of credit risk modelling, focusing on the quantitative methods and techniques used in the assessment and management of credit risk. It is particularly relevant for professionals involved in derivatives and credit markets.
Christian Bluhm · Ludger Overbeck · 2010 · Butterworth Heinemann
This comprehensive guide delves into the intricacies of basket and tranche securities, focusing on their structure, pricing, and risk management. It serves as a vital resource for practitioners involved in derivatives and credit markets, offering insights into the mechanics of these complex financial instruments.