33 Results for : cdos
-
Pricing and Risk Management of Synthetic CDOs
Pricing and Risk Management of Synthetic CDOs ab 96.49 € als pdf eBook: . Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik,- Shop: hugendubel
- Price: 96.49 EUR excl. shipping
-
Credit Models and the Crisis: A Journey Into CDOs, Copulas, Correlations and Dynamic Models
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, claiming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time been aware of the dangers and limitations of credit models. It would seem that a lack of understanding of these models is the root cause of their failures but until now little analysis had been published on the subject and, when published, it had gained very limited attention. Credit Models and the Crisis is a succinct but technical analysis of the key aspects of the credit derivatives modeling problems, tracing the development (and flaws) of new quantitative methods for credit derivatives and CDOs up to and through the credit crisis. Responding to the immediate need for clarity in the market and academic research environments, this book follows the development of credit derivatives and CDOs at a technical level, analyzing the impact, strengths and weaknesses of methods ranging from the introduction of the Gaussian Copula model and the related implied correlations to the introduction of arbitrage-free dynamic loss models capable of calibrating all the tranches for all the maturities at the same time. It also illustrates the implied copula, a method that can consistently account for CDOs with different attachment and detachment points but not for different maturities, and explains why the Gaussian Copula model is still used in its base correlation formulation. The book reports both alarming pre-crisis research and market examples, as well as commentary through history, using data up to the end of 2009, making it an important addition to modern derivatives literature. With banks and regulators struggling to fully analyze at a technical level, many of the flaws in modern financial models, it will be indispensable for quantitative practitioners and academics who want to develop stable and functional models in the future.- Shop: buecher
- Price: 61.99 EUR excl. shipping
-
Increasing computational speed in pricing single tranche CDOs
Increasing computational speed in pricing single tranche CDOs ab 29.99 € als epub eBook: . Aus dem Bereich: eBooks, Wirtschaft,- Shop: hugendubel
- Price: 29.99 EUR excl. shipping
-
Die Rolle der Ratingagenturen bei der Strukturierung von CDOs
Die Rolle der Ratingagenturen bei der Strukturierung von CDOs ab 29.99 € als epub eBook: 1. Auflage. Aus dem Bereich: eBooks, Wirtschaft,- Shop: hugendubel
- Price: 29.99 EUR excl. shipping
-
Die Rolle von Ratingagenturen bei der Strukturierung von Collaterized Debt Obligations (CDOs)
Die Rolle von Ratingagenturen bei der Strukturierung von Collaterized Debt Obligations (CDOs) ab 48 € als pdf eBook: . Aus dem Bereich: eBooks, Wirtschaft,- Shop: hugendubel
- Price: 48.00 EUR excl. shipping
-
Die Risiken strukturierter Finanzinstrumente
Die Risiken strukturierter Finanzinstrumente ab 14.99 € als epub eBook: Untersuchung anhand von Subprime-CDOs. 1. Auflage. Aus dem Bereich: eBooks, Wirtschaft,- Shop: hugendubel
- Price: 14.99 EUR excl. shipping
-
Die Risiken strukturierter Finanzinstrumente
Die Risiken strukturierter Finanzinstrumente ab 15.99 € als Taschenbuch: Untersuchung anhand von Subprime-CDOs. 2. Auflage. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft,- Shop: hugendubel
- Price: 15.99 EUR excl. shipping
-
Credit Models and the Crisis
Credit Models and the Crisis ab 30.99 € als epub eBook: A Journey into CDOs Copulas Correlations and Dynamic Models. Aus dem Bereich: eBooks, Wirtschaft,- Shop: hugendubel
- Price: 30.99 EUR excl. shipping
-
Credit Derivatives and Structu
Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used these days by banks globally. It is also being increasingly used as a device of synthetic securitisation. This significant market trend underscores the need for a book of such a nature. Kothari, an undisputed expert in credit derivatives, explains the subject matter using easy-to-understand terms, presents it in a logical structure, demystifies the technical jargons and blends them into a cohesive whole. This revised book will also include the following: - New credit derivative definitions - New features of the synthetic CDO market - Case studies of leading transactions of synethetic securitisations - Basle II rules - The Consultative Paper 3 has significantly revised the rules, particularly on synthetic CDOs - Additional inputs on legal issues - New clarifications on accounting for credit derivatives/credit linked notes- Shop: buecher
- Price: 112.99 EUR excl. shipping
-
Ein Einblick in Asset-Backed Securities
Ein Einblick in Asset-Backed Securities ab 48 € als pdf eBook: Sowie eine empirische Analyse über die Entwicklung der Marktpreise von CDOs und deren Auswirkungen auf das Rating. Aus dem Bereich: eBooks, Wirtschaft,- Shop: hugendubel
- Price: 48.00 EUR excl. shipping