All ebooks by Anna Schlösser in EPUB

1 Book(s)


Add to my wish list Pricing and Risk Management of Synthetic CDOs Anna Schlösser 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... Publication date: 2011-02-04 Format: ePub Publisher: Springer Collection: Lecture Notes in Economics and Mathematical Systems Add to basket £44,99

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Pricing and Risk Management of Synthetic CDOs

Anna Schlösser

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...

Publication date: 2011-02-04

Format: ePub

Publisher: Springer

Collection: Lecture Notes in Economics and Mathematical Systems

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£44,99

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