Pricing and Risk Management of Synthetic CDOs

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...

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Bibliografiska uppgifter

Huvudupphovsman:	Schlösser, Anna (Författare, medförfattare)
Institutionell upphovsman:	SpringerLink
Materialtyp:	Electronic Resource
Språk:	English
Publicerad:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint Springer [©2011]
Serie:	Lecture Notes in Economics and Mathematical Systems, 0075-8442 ; 646
Ämnen:	Collateralized debt obligations. Credit > Mathematical models. Electronic books.
Länkar:	Available for University of the Philippines Diliman via SpringerLink. Click here to access