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Synthetic CDOs: Modelling, Valuation and Risk Management - Mathematics, Finance and Risk C. C. Mounfield
Synthetic CDOs: Modelling, Valuation and Risk Management - Mathematics, Finance and Risk
C. C. Mounfield
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.
386 pages, 90 b/w illus. 25 tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 18, 2008 |
| ISBN13 | 9780521897884 |
| Publishers | Cambridge University Press |
| Pages | 386 |
| Dimensions | 183 × 256 × 23 mm · 918 g |
| Language | English |