C. C. Mounfield

Gebundenes Buch

Synthetic CDOs

Beschreibung

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.

Autor

C. C. Mounfield is a Director in the Model Validation team of Barclays Capital working on credit derivative models.

Produktdetails

• Mathematics, Finance and Risk
• Verlag: Cambridge University Press
• Seitenzahl: 386
• Erscheinungstermin: 18. Dezember 2008
• Englisch
• Abmessung: 250mm x 175mm x 25mm
• Gewicht: 918g
• ISBN-13: 9780521897884
• ISBN-10: 0521897882
• Artikelnr.: 24701294