
Baskets and Tranches: A Guide to Basket and Tranche Securities
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.
- Derivatives
- Credit




