Synthetic CDOs

Author	: Craig Mounfield
Publisher	: Cambridge University Press
Total Pages	: 386
Release	: 2009
ISBN-10	: 9780521897884
ISBN-13	: 0521897882
Rating	: 4/5 (882 Downloads)

DOWNLOAD EBOOK

Book Synopsis Synthetic CDOs by : Craig Mounfield

Download or read book Synthetic CDOs written by Craig Mounfield and published by Cambridge University Press. This book was released on 2009 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: Details the latest models and techniques in quantitative and computational modelling of synthetic Collateralised Debt Obligations.

Synthetic CDOs Related Books

Language: en
Pages: 274

Pricing and Risk Management of Synthetic CDOs

Authors: Anna Schlösser

Categories: Business & Economics

Type: BOOK - Published: 2011-02-04 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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

Synthetic CDOs

Authors: Craig Mounfield

Categories: Business & Economics

Type: BOOK - Published: 2009 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Details the latest models and techniques in quantitative and computational modelling of synthetic Collateralised Debt Obligations.

Language: en
Pages: 533

Collateralized Debt Obligations

Authors: Douglas J. Lucas

Categories: Business & Economics

Type: BOOK - Published: 2006-05-05 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

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: 523

Credit Derivatives and Structured Credit Trading

Authors: Vinod Kothari

Categories: Business & Economics

Type: BOOK - Published: 2011-12-15 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals complet

Language: en
Pages: 545

Structured Products and Related Credit Derivatives

Authors: Brian P. Lancaster

Categories: Business & Economics

Type: BOOK - Published: 2008-06-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects o