Synthetic CDOs: Modelling, Valuation and Risk Management (Mathematics, Finance and Risk)
Год выпуска: 2009 Автор: C. C. Mounfield Издательство: Страниц: 386 ISBN: 0521897882 Описание 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.
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Лера Еще раз огромное спасибо.