Item #: 1159082 | Model #: 9783642156083
Pricing and Risk Management of Synthetic CDOs
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Pricing and Risk Management of Synthetic CDOs

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Product Details
  • No of Pages: 300 Pages
  • Publisher: Springer
  • Publishing Date: December 15, 2010
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Pricing and Risk Management of Synthetic CDOs
Product Description
Pricing and Risk Management of Synthetic CDOs By Anna Schlösser - Discover various measurement applications for risk management

Pricing and Risk Management of Synthetic CDOs By Anna Schlosser aims to provide an understanding of the one-factor copula model for credit portfolios that are utilized for risk management and pricing synthetic CDO structures.

  • No of Pages: 300 Pages
  • Publisher: Springer
  • Publishing Date: December 15, 2010
  • Language: English
  • ISBN -10: 3642156088
  • ISBN -13: 978-3642156083
  • Edition: 2011
  • Author Name: Anna Schlosser
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