Authors:
- Original research in credit portfolio modeling with strong practical reference
- Detailed discussion of implementation issues
- Comprehensive calibration studies with market data
- Scenario simulation framework accompanied by an asset allocation case study
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 646)
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Table of contents (10 chapters)
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Front Matter
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Fundamentals
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Front Matter
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Introduction
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Fundamentals
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Front Matter
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Static Models
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Front Matter
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Back Matter
About this book
Authors and Affiliations
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, Hedging & Derivatives Strategies, risklab GmbH, Munich, Germany
Anna Schlösser
Bibliographic Information
Book Title: Pricing and Risk Management of Synthetic CDOs
Authors: Anna Schlösser
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/978-3-642-15609-0
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Softcover ISBN: 978-3-642-15608-3Published: 15 December 2010
eBook ISBN: 978-3-642-15609-0Published: 04 February 2011
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: XII, 268
Number of Illustrations: 90 b/w illustrations
Topics: Finance, general, Quantitative Finance, Applications of Mathematics