Pricing and risk management of synthetic CDOs
Anna Schlösser
| Year of publication: |
2011
|
|---|---|
| Authors: | Schlösser, Anna |
| Publisher: |
Berlin : Springer |
| Subject: | Asset-Backed Securities | Asset-backed securities | Derivat | Derivative | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Zinsstruktur | Yield curve | Simulation | Theorie | Theory | Kreditrisiko | Collateralized debt obligation | Preisbildung | Risikomanagement | Kopula <Mathematik> |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XII, 268 S. graph. Darst. |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 646 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: [München, Techn. Univ.], Diss., [2010] |
| ISBN: | 978-3-642-15608-3 ; 978-3-642-15609-0 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Wahrscheinlichkeitsrechnung ; Numerische Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008797619