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: 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: 545
Pages: 545
Type: BOOK - Published: 2008-06-20 - Publisher: John Wiley & Sons
Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects o
