Pricing and Risk Management of Synthetic CDOs
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-15609-0
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Citations
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Cited by:
- Deniz Ilalan, 2015. "Modeling Correlation Structure for Collateralized Debt Obligations," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 72-83, April.
Book Chapters
The following chapters of this book are listed in IDEAS- Anna Schlösser, 2011. "Introduction," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 1-4, Springer.
- Anna Schlösser, 2011. "Credit Derivatives and Markets," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 7-66, Springer.
- Anna Schlösser, 2011. "Mathematical Preliminaries," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 67-92, Springer.
- Anna Schlösser, 2011. "One Factor Gaussian Copula Model," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 95-127, Springer.
- Anna Schlösser, 2011. "Normal Inverse Gaussian Factor Copula Model," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 129-163, Springer.
- Anna Schlösser, 2011. "Term Structure Dimension," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 167-176, Springer.
- Anna Schlösser, 2011. "Large Homogeneous Cell Approximation for Factor Copula Models," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 177-183, Springer.
- Anna Schlösser, 2011. "Regime-Switching Extension of the NIG Factor Copula Model," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 185-226, Springer.
- Anna Schlösser, 2011. "Simulation Framework," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 227-252, Springer.
- Anna Schlösser, 2011. "Conclusion," Lecture Notes in Economics and Mathematical Systems, in: Pricing and Risk Management of Synthetic CDOs, chapter 0, pages 253-256, Springer.
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