C. C. Mounfield – författare
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Synthetic CDOs
Modelling, Valuation and Risk Management
Inbunden, 2008
1224 kr
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Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralised Debt Obligations (synthetic CDOs). This book describes the state-of-the-art in quantitative and computational modelling of CDOs. Beginning with an overview of the structured finance landscape, …