LIBROS DEL AUTOR: anna schlosser

1 resultados para LIBROS DEL AUTOR: anna schlosser

anna schlosser Eliminar filtro Quitar filtros
  • Pricing and Risk Management of Synthetic CDOs
    Anna Schlösser
    This book considers the one-factor copula model for credit portfolios that are used for pricing synthetic CDO structures as well as for risk management and measurement applications involving the generation of scenarios for the complete universe of risk factors and the inclusion of CDO structures in a portfolio context. For this objective, it is especially important to have a co...
    Disponible

    66,32 €