Pricing and Risk Management of Synthetic CDOs

Anna Schlösser ()
Additional contact information
Anna Schlösser: risklab GmbH

in Lecture Notes in Economics and Mathematical Systems from Springer, currently edited by Gunter Fandel and Walter Trockel

Date: 2011
ISBN: 978-3-642-15609-0
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch Chapter 1 Introduction

Anna Schlösser

Ch Chapter 10 Conclusion

Anna Schlösser

Ch Chapter 2 Credit Derivatives and Markets

Anna Schlösser

Ch Chapter 3 Mathematical Preliminaries

Anna Schlösser

Ch Chapter 4 One Factor Gaussian Copula Model

Anna Schlösser

Ch Chapter 5 Normal Inverse Gaussian Factor Copula Model

Anna Schlösser

Ch Chapter 6 Term Structure Dimension

Anna Schlösser

Ch Chapter 7 Large Homogeneous Cell Approximation for Factor Copula Models

Anna Schlösser

Ch Chapter 8 Regime-Switching Extension of the NIG Factor Copula Model

Anna Schlösser

Ch Chapter 9 Simulation Framework

Anna Schlösser

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:lnecms:978-3-642-15609-0

Ordering information: This item can be ordered from
http://www.springer.com/9783642156090

DOI: 10.1007/978-3-642-15609-0

Access Statistics for this book

More books in Lecture Notes in Economics and Mathematical Systems from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().