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Introduction

In: Pricing and Risk Management of Synthetic CDOs

Author

Listed:
  • Anna Schlösser

    (Hedging and Derivatives Strategies)

Abstract

With the start of the explosive growth of the CDO market in the beginning of the 2000, pricing of various CDO structures became a very popular research subject. The world academic community introduced a variety of approaches for modeling a portfolio of credit instruments. In this thesis we are going to consider one spe- cial type of models.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:lnechp:978-3-642-15609-0_1
    DOI: 10.1007/978-3-642-15609-0_1
    as

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