Structured Credit Portfolio Analysis, Baskets and CDOs

By Christian Bluhm, Ludger Overbeck. 2006

74 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/066b3416aea15acf67f5138484b35dd17b1f048c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Paul Embrechts

In Finance

1. Catherine Donnelly
2. Paul Embrechts
3. Claudia Czado
4. Kjersti Aas
5. Andrew J. Patton
6. William T. Ziemba
7. Fabrizio Durante
8. Alexandra Dias

Citations in the corpus

• The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis (2010, background): “In fact, there are entire books written on models for credit derivatives, such as Bielecki and Rutkowski [6], Bluhm and Overbeck [8], O’Kane [42] and Schönbucher [49].”
• Copulas: A Personal View (2009, unknown): “[32] or Bluhm and Overbeck [5].”