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Pricing and Risk Management of Synthetic CDOs - Lecture Notes in Economics and Mathematical Systems Anna Schloesser
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Pricing and Risk Management of Synthetic CDOs - Lecture Notes in Economics and Mathematical Systems
Anna Schloesser
This book considers the one-factor copula model for credit portfolios that are used for pricing synthetic CDO structures as well as for risk management and measurement applications involving the generation of scenarios for the complete universe of risk factors and the inclusion of CDO structures in a portfolio context.
300 pages, 90 black & white illustrations, 51 black & white tables, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2010. gada 15. decembris |
| ISBN13 | 9783642156083 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 268 |
| Izmēri | 157 × 234 × 14 mm · 399 g |
| Valoda | Franču |
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