Pricing and Risk Management of Synthetic CDOs - Lecture Notes in Economics and Mathematical Systems - Anna Schloesser - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642156083 - December 15, 2010
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Anna Schloesser
Pricing and Risk Management of Synthetic CDOs - Lecture Notes in Economics and Mathematical Systems

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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 measurement applications involving the generation of scenarios for the complete universe of risk factors and the inclusion of CDO structures in a portfolio context.

300 pages, 90 black & white illustrations, 51 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 15, 2010
ISBN13 9783642156083
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 268
Dimensions 157 × 234 × 14 mm   ·   399 g
Language French  

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