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eBook Synthetic CDOs: Modelling, Valuation and Risk Management (Mathematics, Finance and Risk) ePub

eBook Synthetic CDOs: Modelling, Valuation and Risk Management (Mathematics, Finance and Risk) ePub

by C. C. Mounfield

  • ISBN: 0521897882
  • Category: Insurance
  • Subcategory: Perfomance and Work
  • Author: C. C. Mounfield
  • Language: English
  • Publisher: Cambridge University Press; 1 edition (January 19, 2009)
  • Pages: 386
  • ePub book: 1220 kb
  • Fb2 book: 1712 kb
  • Other: azw txt lit rtf
  • Rating: 4.2
  • Votes: 960

Description

introduce a framework for making risk-management decisions; we. 24 problem; we want to go beyond . FRM PART I BOOK 4: VALUATION AND RISK MODELS Topic 36. Cross Reference to GARP Assigned Reading.

introduce a framework for making risk-management decisions; we. 24 problem; we want to go beyond worker. Project Risk Management Guidelines: Managing Risk in Large Projects and Complex Procurements. 61 MB·18,733 Downloads. and product names used in this book are trade names, service marks, trademarks or registered Project Risk Man. Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation. 59 MB·1,217 Downloads·New!

The modeling, valuation and risk management of synthetic CDOs are described and a detailed picture of the behavior of these complex instruments is built up. The final chapters introduce more advanced topics such as portfolio management of synthetic CDOs and hedging techniques.

The modeling, valuation and risk management of synthetic CDOs are described and a detailed picture of the behavior of these complex instruments is built up. Detailing the latest models and techniques, this is essential reading for quantitative analysts, traders and risk managers working in investment banks, hedge funds and other financial institutions, and for graduates intending to enter the industry.

Synthetic CDOs: Modelling, Valuation and Risk Management (Mathematics, Finance and Risk). Download (pdf, . 8 Mb) Donate Read. Epub FB2 mobi txt RTF.

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Mathematics, Finance and Risk. Mounfield describes several ways in which the interdependency can be modeled. The status of synthetic CDOs in financial and economic theory is somewhat different than some other derivative securities. The industry standard seeks to describe the joint probability distribution of default among the corporations, rather than computing only the correlation coefficient between each pair of firms. In the first place, a perfect hedging mechanism for SCDOs is not possible, even in principle. Second, as I mentioned above, the commutative property for cash flow valuation does not seem to hold.

2 results in Mathematics, Finance and Risk. Relevance Title Sorted by Date. Modelling, Valuation and Risk Management. Published online: 06 July 2010. Print publication: 18 December 2008. This book describes the state-of-the-art in quantitative and computational modelling of CDOs.

Mathematics, Finance and Risk). The modeling, valuation and risk management of synthetic CDOs are described and a detailed picture of the behavior of these complex instruments is built up.

With roots in modern financial mathematics, actuarial finance presents unique challenges due to the long-term nature of insurance liabilities, the presence of mortality or other contingencies and . Risk management approaches 15. Summary 16. Exercises 17.

With roots in modern financial mathematics, actuarial finance presents unique challenges due to the long-term nature of insurance liabilities, the presence of mortality or other contingencies and the structure and regulations of the insurance and pension markets. Motivated, designed and written for and by actuaries, this book puts actuarial applications at the forefront in addition to balancing mathematics and finance at an adequate level to actuarial undergraduates.

Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralized Debt Obligations (synthetic CDOs). This modern book describes the state-of-the-art in quantitative and computational modeling of CDOs. Beginning with an overview of the structured finance landscape, readers are introduced to the basic modeling concepts necessary to model and value simple credit derivatives. The modeling, valuation and risk management of synthetic CDOs are described and a detailed picture of the behavior of these complex instruments is built up. The final chapters introduce more advanced topics such as portfolio management of synthetic CDOs and hedging techniques. Detailing the latest models and techniques, this is essential reading for quantitative analysts, traders and risk managers working in investment banks, hedge funds and other financial institutions, and for graduates intending to enter the industry. It is also ideal for academics who need be informed with the best current practice in the credit derivatives industry.