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Books > Business & Economics > Finance & accounting > Finance > Credit & credit institutions
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Synthetic CDOs - Modelling, Valuation and Risk Management (Hardcover)
Loot Price: R1,989
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Synthetic CDOs - Modelling, Valuation and Risk Management (Hardcover)
Series: Mathematics, Finance and Risk
Expected to ship within 12 - 17 working days
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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 derivatives. The modeling, valuation and risk
management of synthetic CDOs are described and a detailed picture
of the behavior 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 be informed with the best current practice in
the credit derivatives industry.
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