A practical guide to CDO trading risk management
| Year of publication: |
2007
|
|---|---|
| Authors: | Petrelli, Andrea ; Zhang, Jun ; Jobst, Nobert ; Kapoor, Vivek |
| Published in: |
The handbook of structured finance. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-146864-1. - 2007, p. 339-372
|
| Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | Derivat | Derivative |
-
Callable Mortgage Bonds : Numerical Methods and Valuation Models for Pricing and Risk Analysis
Rom, Niels, (2025)
-
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
Bielecki, Tomasz R., (2011)
-
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
Bielecki, Tomasz R., (2011)
- More ...
-
Four synthetic CDO trading strategies
Petrelli, Andrea, (2007)
-
Risk management of credit derivatives
Federico, Santa, (2007)
-
Federico, Santa, (2007)
- More ...