Related Books
Language: en
Pages: 274
Pages: 274
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: 354
Pages: 354
Type: BOOK - Published: 2004-03-29 - Publisher: John Wiley & Sons
The most cutting-edge read on CDO and credit market structures Collateralized Debt Obligations and Structured Finance provides a state-of-the-art look at the ex
Language: en
Pages: 569
Pages: 569
Type: BOOK - Published: 2015-11-15 - Publisher: Springer
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
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