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Pricing And Risk Management Of Synthetic Cdos eBook

by Anna Schlosser
language: english
Publisher: Springer Berlin Heidelberg, February of 2011 ‧
59,61€
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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.

Pricing And Risk Management Of Synthetic Cdos

by Anna Schlosser

Property Description
ISBN: 9783642156090
Publisher: Springer Berlin Heidelberg
Release Date: February of 2011
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Lecture Notes In Economics And Mathematical Systems
Categories: eBooks in English > Economics, Finance and Accounting > Economy
eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9783642156090

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