Synthetic CDOs: Modelling, Valuation and Risk Management: 7 (Mathematics, Finance and Risk, Series Number 7) - Image 1

£51.24

Cambridge University Press Synthetic CDOs: Modelling, Valuation and Risk Management: 7 (Mathematics, Finance and Risk, Series Number 7)

Name: Synthetic CDOs: Modelling, Valuation and Risk Management: 7 (Mathematics, Finance and Risk, Series Number 7)
Brand: Cambridge University Press
Price: 52.56 GBP
Availability: InStock

Higher Education

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Description

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, readers are introduced tothe basic modelling concepts necessary to model and value simple credit derivatives. The modelling, valuation and risk management of synthetic CDOs are described and a detailed picture of the behaviour of these complex instruments is built up. The final chapters introduce more advanced topics such as portfolio management of synthetic CDOs and hedging techniques. Detailing the latest models and techniques, this is essential reading for quantitative analysts, traders and risk managers working in investment banks, hedge funds and other financial institutions, and for graduates intending to enter the industry. It is also ideal for academics who need to keep informed with current best practice in the credit derivatives industry.

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Brand: Cambridge University Press
Format: hardcover
ASIN: 0521897882
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Education > Higher Education
Domain: Amazon UK
Release Date: 18 December 2008
Listed Since: 07 March 2008

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Cambridge University Press Synthetic CDOs: Modelling, Valuation and Risk Management: 7 (Mathematics, Finance and Risk, Series Number 7)

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