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Item Details
Title:
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THE DEFINITIVE GUIDE TO CDOS
MARKET, VALUATION, APPLICATION AND HEDGING |
By: |
Gunter Meissner (Editor) |
Format: |
Hardback |
List price:
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£105.00 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
1906348014 |
ISBN 13: |
9781906348014 |
Publisher: |
RISK BOOKS |
Pub. date: |
31 July, 2008 |
Pages: |
675 |
Description: |
Suitable for those trying to understand the mechanics of Collateralised debt obligations (CDOs), this work provides an analysis concerning the CDO sector including: a comprehensive overview of the market and application of CDOs; an analysis of the severe 2005 and 2007 CDO crises; and, a technical overview of CDO hedging approaches. |
Synopsis: |
Collateralised debt obligations (CDOs) are at the heart of the continuing credit crisis. This guide is recommended to anyone trying to understand the mechanics of this challenging market. The question of how to value structured credit products has never been more urgent. This multi-contributor book successfully brings together cutting-edge, current research from a broad spectrum of leading academics and practitioners in the field to fully examine CDOs and provide expert practical guidance. "The Definitive Guide to CDOs" will deliver, to both practitioners and academics, the full range of current ideas and the newest innovations surrounding this important topic.It provides you with all the essential analysis concerning the CDO sector including: a comprehensive overview of the market and application of CDOs, which will help the less experienced reader get up-to-date on the subject; an analysis of the severe 2005 and 2007 CDO crises; a clear picture of the current status of the market; a technical overview of CDO hedging approaches; an analysis of the current CDO valuation approaches, such as the One-Factor Gaussian Copula Model, Copula extensions, Levy processes, Markov Models, as well as CDO squared and CPDO valuation; and, an insight into the risks, challenges and market outlook.It is recommended reading for anyone trying to stay ahead in the rapidly changing CDO market, including CDO investors and analysts, brokers and dealers, investment bankers, accountants, asset managers, collateral managers, credit enhancers, portfolio managers, trustees, structurers and risk managers. |
Illustrations: |
Illustrations |
Publication: |
UK |
Imprint: |
Risk Books |
Returns: |
Non-returnable |
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