9783642156083 - Pricing and Risk Management of Synthetic CDOs

Bilder-Quelle: discount24.de - Sport-Freizeit

This book outlines the one-factor copula model for credit portfolios. This is used for pricing synthetic CDO structures as well as for risk management and measurement applications making a computationally fast model useful for scenario simulation essential.

Produktinformationen zuletzt aktualisiert am
03.04.2025 um 12:08 Uhr

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EAN

9783642156083

MPN

ASIN

3642156088

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