Synthetic CDOs : modelling, valuation and risk management /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, UK ; New York :
Cambridge University Press,
2009.
|
| Series: | Mathematics, finance, and risk.
|
| Subjects: |
| Physical Description: | xvi, 369 pages : illustrations ; 26 cm. |
|---|---|
| Bibliography: | Includes bibliographical references (pages 357-363) and index. |
| ISBN: | 9780521897884 (hbk.) 0521897882 (hbk.) |