Synthetic CDOs - C. C. Mounfield
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Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralized Debt Obligations (synthetic CDOs). This modern book describes the state-of-the-art in quantitative and computational modeling of CDOs. Beginning with an overview of the structured finance landscape, readers are introduced to the basic modeling concepts necessary to model and value simple credit derivat ... Full description
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Description
More Information
| Author | C. C. Mounfield |
|---|---|
| Publisher | Cambridge University Press |
| Release year | 2008 |
| Cover type | Hardcover |
| EAN | 9780521897884 |