Link to the ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9780511465512

Contents : 1. A primer on collateralised debt obligations
2. Modelling of obligor default
3. Valuation of credit default swaps
4. Credit indices
5. Valuation of default baskets
6. Valuation of synthetic CDOs
7. Phenomenology of the standard market model
8. Risk quantification of synthetic CDOs
9. Implied and base correlations
10. Extensions of the standard market model
11. Exotic CDOs
12. Correlation trading of synthetic CDO tranches
13. Risk management of a portfolio of synthetic CDOs
14. Hedging simulation of structured credit products

Language : English

Place of publishing : CAMBRIDGE

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque