Books

2 results found
Title Authors Description OpenBook ID
Structured Credit Portfolio Analysis, Baskets and CDOs Structured Credit Portfolio Analysis, Baskets and CDOs Christian Bluhm 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 ass… OL15187030W
The Microstructure Approach to Exchange Rates The Microstructure Approach to Exchange Rates Richard K. Lyons "Historically, the fields of exchange-rate economics and microstructure finance have progressed independently of each other. Recent interaction, however, has given rise to a microstructure approach t… OL9193983W