||From the Back Cover|This book considers the one-factor copula model for credit portfolios that are used for pricing synthetic CDO structures as well as for risk management and measurement applications involving the generation of scenarios for the complete unive
This book considers the one-factor copula model for credit portfolios that are used for pricing synthetic CDO structures as well as for risk management and measurement applications involving the generation of scenarios for the complete universe of risk factors and the inclusion of CDO structures in a portfolio context. For this objective, it is especially important to have a computationally fast model that can also be used in a scenario simulation framework. The well kn...
[PDF.yq61] Pricing and Risk Management of Synthetic CDOs: 646 (Lecture Notes in Economics and Mathematical Systems) Rating: 3.56 (524 Votes)
Pricing and Risk Management Anna Schlösser pdf Pricing and Risk Management Anna Schlösser audiobook Pricing and Risk Management Anna Schlösser review Pricing and Risk Management Anna Schlösser summary Pricing and Risk Management Anna Schlösser textbooks Pricing and Risk Management Anna Schlösser Free
You can specify the type of files you want, for your gadget.Pricing and Risk Management of Synthetic CDOs: 646 (Lecture Notes in Economics and Mathematical Systems) | Anna Schlösser. I was recommended this book by a dear friend of mine.