Synthetic CDOs (English, C. C. Mounfield)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521897884
ISBN-10
0521897882
Author
C. C. Mounfield
About the Book
Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralized Debt Obligations (synthetic CDOs). This modern book describes the state-of-the-art in quantitative and computational modeling of CDOs. Beginning with an overview of the structured finance landscape, readers are introduced to the basic modeling concepts necessary to model and value simple credit derivatives. The modeling, valuation and risk m…
ISBN: 9780521897884
ISBN-13: 9780521897884
ISBN-10: 0521897882
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C. C. Mounfield is the author of Synthetic CDOs. Browse more books by C. C. Mounfield on BookBajar.
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Product ID: isbn-9780521897884
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