Synthetic CDOs

C. C. Mounfield

Cambridge University Press, 2008

111,95 €On orderDelivery: 2-3 weeks

Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralised Debt Obligations (synthetic CDOs). Detailing the latest models and techniques in quantitative and computational modelling of these instruments, this book is essential reading for those working in financial institutions, and for graduates intending to enter the industry.

ISBN-13
9780521897884
ISBN-10
0521897882
Publisher
Cambridge University Press
Year
2008
Publication date
2008-12-18
Pages
386
Dimensions
256x183x23
Weight
918