Synthetic CDOs

Name: Synthetic CDOs
Brand: Cambridge University Press
SKU: 9780521897884
Price: 96.7 EUR
Availability: InStock

Modelling, Valuation and Risk Management

Автор: C. C. Mounfield

Език:

Корици: С твърди корици

Издател: Cambridge University Press

Наличност: Външен склад

Изпращаме след 10-18 дни

96.70 € 189.13 лв

Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collater...

Информация за книгата

Автор

C. C. Mounfield

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2008

страници

386

EAN

9780521897884

ISBN

0521897882

Enbook ID

02049737

Издател

Cambridge University Press

Теглоt

918

Размери

183 x 256 x 23

Пълно описание

Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralised Debt Obligations (synthetic CDOs). This book describes the state-of-the-art in quantitative and computational modelling of CDOs. Beginning with an overview of the structured finance landscape, readers are introduced tothe basic modelling concepts necessary to model and value simple credit derivatives. The modelling, valuation and risk management of synthetic CDOs are described and a 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. Detailing the latest models and techniques, this is essential reading for quantitative analysts, traders and risk managers working in investment banks, hedge funds and other financial institutions, and for graduates intending to enter the industry. It is also ideal for academics who need to keep informed with current best practice in the credit derivatives industry.

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Synthetic CDOs

Modelling, Valuation and Risk Management

Информация за книгата

Пълно описание

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Клиенти, които купиха тази книга, купиха също