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Mounfield, Craig

Libros de: Mounfield, Craig

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  • Synthetic Cdos "Modelling, Valuation And Risk Management"

    Synthetic Cdos "Modelling, Valuation And Risk Management"
     Modelling, Valuation And Risk Management

    Mounfield, Craig

    Cambridge University Press (2008)

    valoración

    • EAN: 9780521897884
    • Páginas: 392
    • Fecha de edición: 2008

    pvp.51,65 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    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 ...