Synthetic cdos: modelling, valuation and risk management
Auteur :
Mounfield, C. C.
Éditeur :
Cambridge University Press
ISBN :
9780521897884
Date de publication :
18 déc. 2008
Dimensions :
25,4 x 18,0 x 2,1 cm
Poids :
920 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralised Debt Obligations (synthetic CDOs). Detailing the latest models and techniques in quantitative and computational modelling of these instruments, this book is essential reading for those working in financial institutions, and for graduates intending to enter the industry.