Cargando…
Synthetic CDOs : Modelling, Valuation and Risk Management.
Details the latest models and techniques in quantitative and computational modelling of synthetic Collateralised Debt Obligations.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Leiden :
Cambridge University Press,
2008.
|
| Colección: | Mathematics, Finance and Risk, 7.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Mi 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn437089379 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr mn|---||||| | ||
| 008 | 090817s2008 ne o 000 0 eng d | ||
| 040 | |a MERUC |b eng |e pn |c MERUC |d EBLCP |d OCLCQ |d DEBSZ |d OCLCQ |d ZCU |d MERUC |d ICG |d OCLCO |d OCLCF |d OCLCQ |d OCLCO |d OCLCQ |d DKC |d OCLCQ |d UKAHL |d OCLCO |d OCLCQ |d OCLCO | ||
| 019 | |a 476232382 | ||
| 020 | |a 9780511464034 |q (electronic bk.) | ||
| 020 | |a 0511464037 |q (electronic bk.) | ||
| 029 | 1 | |a AU@ |b 000048784779 | |
| 029 | 1 | |a DEBBG |b BV044132108 | |
| 029 | 1 | |a DEBSZ |b 396227198 | |
| 029 | 1 | |a DEBSZ |b 430698623 | |
| 029 | 1 | |a DEBSZ |b 445984384 | |
| 035 | |a (OCoLC)437089379 |z (OCoLC)476232382 | ||
| 050 | 4 | |a HG6024.A3 | |
| 082 | 0 | 4 | |a 332.632 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Mounfield, C. C. | |
| 245 | 1 | 0 | |a Synthetic CDOs : |b Modelling, Valuation and Risk Management. |
| 260 | |a Leiden : |b Cambridge University Press, |c 2008. | ||
| 300 | |a 1 online resource (387 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Mathematics, Finance and Risk, 7 | |
| 505 | 0 | |a Cover; Half-title; Title; Copyright; Dedication; Contents; Preface; Acknowledgements; 1 A primer on collateralised debt obligations; 2 Modelling of obligor default; 3 Valuation of credit default swaps; 4 Credit indices; 5 Valuation of default baskets; 6 Valuation of synthetic CDOs; 7 Phenomenology of the standard market model; 8 Risk quantification of synthetic CDOs; 9 Implied and base correlations; 10 Extensions of the standard market model; 11 Exotic CDOs; 12 Correlation trading of synthetic CDO tranches; 13 Risk management of a portfolio of synthetic CDOs. | |
| 505 | 8 | |a 14 Hedging simulation of structured credit productsAppendix A: Explanation of common notation; Appendix B: Simulated annealing; References; Index. | |
| 520 | |a Details the latest models and techniques in quantitative and computational modelling of synthetic Collateralised Debt Obligations. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Collateralized debt obligations. | |
| 650 | 0 | |a Finance. | |
| 650 | 6 | |a Obligations adossées à des créances. | |
| 650 | 6 | |a Finances. | |
| 650 | 7 | |a finance. |2 aat | |
| 650 | 7 | |a Collateralized debt obligations |2 fast | |
| 650 | 7 | |a Finance |2 fast | |
| 776 | 1 | |z 9780521897884 | |
| 830 | 0 | |a Mathematics, Finance and Risk, 7. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=410150 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH28317919 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL410150 | ||
| 994 | |a 92 |b IZTAP | ||