Pricing and Risk Management of Synthetic CDOs (Lecture Notes in Economics and Mathematical Systems)

New
Paperback
2010
$104.20

This book outlines the one-factor copula model for credit portfolios. This is used for pricing synthetic CDO structures as well as for risk management and measurement applications, making a computationally fast model useful for scenario simulation essential.

Synopsis

This book outlines the one-factor copula model for credit portfolios. This is used for pricing synthetic CDO structures as well as for risk management and measurement applications, making a computationally fast model useful for scenario simulation essential.

$104.20

Quantity

10 in stock

More Information

Format: Paperback
Pages: 300
Edition: 1st Edition.
Publisher: Springer
Published: 15 Dec 2010
ISBN 10: 3642156088
ISBN 13: 9783642156083

Pricing and Risk Management of Synthetic CDOs (Lecture Notes in Economics and Mathematical Systems)

New

$104.20

Synopsis

$104.20

More Information