Synthetic Cdos
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Language: en
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Type: BOOK - Published: 2011-02-04 - Publisher: Springer Science & Business Media
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 meas
Language: en
Pages: 386
Pages: 386
Type: BOOK - Published: 2009 - Publisher: Cambridge University Press
Details the latest models and techniques in quantitative and computational modelling of synthetic Collateralised Debt Obligations.
Language: en
Pages: 528
Pages: 528
Type: BOOK - Published: 2006-08-04 - Publisher: John Wiley & Sons
Since first edition's publication, the CDO market has seen tremendous growth. As of 2005, $1.1 trillion of CDOs were outstanding -- making them the fastest-grow
Language: en
Pages: 628
Pages: 628
Type: BOOK - Published: 2011-09-20 - Publisher: John Wiley & Sons
Updated coverage of structured credit products with in-depth coverage of the latest developments Structured credit products are one of today's fastest growing i
Language: en
Pages: 354
Pages: 354
Type: BOOK - Published: 2003-04-07 - Publisher: John Wiley & Sons
A cutting-edge text on credit portfolio management Credit risk. A number of market factors are causing revolutionary changes in the way it is measured and manag