The Resource Synthetic CDOs : modelling, valuation and risk management, Craig Mounfield

Synthetic CDOs : modelling, valuation and risk management, Craig Mounfield

Label
Synthetic CDOs : modelling, valuation and risk management
Title
Synthetic CDOs
Title remainder
modelling, valuation and risk management
Statement of responsibility
Craig Mounfield
Title variation
Synthetic collateralised debt obligations
Creator
Subject
Language
eng
Summary
"Starting with a brief overview of the structured finance landscape, the book introduces the basic modelling concepts necessary to model and value simple vanilla credit derivatives. Building on this, the book then describes in detail the modelling, valuation and risk management of synthetic CDOs. A clear and detailed picture of the behaviour of these complex instruments is built up. The final chapters introduce more advanced topics such as portfolio management of synthetic CDOs and hedging techniques, often not covered in other texts."--Jacket
Member of
Cataloging source
CDX
Dewey number
332.632 22 22
Illustrations
illustrations
Index
index present
LC call number
HG6024.A3
LC item number
M69 2009eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Mathematics, finance and risk
Label
Synthetic CDOs : modelling, valuation and risk management, Craig Mounfield
Publication
Bibliography note
Includes bibliographical references (pages 357-363) and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
other
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
ocn312913109
Dimensions
unknown
Extent
1 online resource (xvi, 369 pages)
Form of item
online
Isbn
9780511465512
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
9786611982935
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
198293
http://library.link/vocab/recordID
.b33596761
Specific material designation
remote
System control number
  • (OCoLC)312913109
  • pebcs0511463243

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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