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Synthetic CDOs : modelling, valuation and risk management /
"Starting with a brief overview of the structured finance landscape, the book introduces the basic modelling concepts necessary to model and value simple vanilla credit derivatives. Building on this, the book then describes in detail the modelling, valuation and risk management of synthetic CDO...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2009.
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| Colección: | Mathematics, finance, and risk.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | "Starting with a brief overview of the structured finance landscape, the book introduces the basic modelling concepts necessary to model and value simple vanilla credit derivatives. Building on this, the book then describes in detail the modelling, valuation and risk management of synthetic CDOs. A clear and detailed picture of the behaviour of these complex instruments is built up. The final chapters introduce more advanced topics such as portfolio management of synthetic CDOs and hedging techniques, often not covered in other texts."--Jacket |
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| Descripción Física: | 1 online resource (xvi, 369 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 357-363) and index. |
| ISBN: | 0511464770 9780511464775 9780511465512 0511465513 0511463243 9780511463242 1107201942 9781107201941 1281982938 9781281982933 9786611982935 6611982930 0511462441 9780511462443 0511755481 9780511755484 0511464037 9780511464034 |