Könyv Synthetic CDOs C. C. Mounfield

Synthetic CDOs

Modelling, Valuation and Risk Management

Szerző: C. C. Mounfield
Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
33 999 Ft
Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collater...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2008
oldal
386
EAN
9780521897884
ISBN
0521897882
Enbook ID
02049737
Súly
918
Méretek
183 x 256 x 23

Teljes leírás

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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