Synthetic CDOs: Modelling, Valuation and Risk Management (Mathematics, Finance and Risk) C. C. Mounfield

Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralised Debt Obligations (synthetic CDOs). Detailing the latest models and techniques in quantitative and computational modelling of these instruments, this book is essential reading for those working in financial institutions, and for graduates intending to enter the industry. Это и многое другое вы найдете в книге Synthetic CDOs: Modelling, Valuation and Risk Management (Mathematics, Finance and Risk) (C. C. Mounfield)