LEADER 00000cam a2200661Ma 4500 
001    ocn312913109 
003    OCoLC 
005    20190405013849.3 
006    m     o  d         
007    cr zn||||||||| 
008    081002s2009    enka    ob    001 0 eng d 
019    314901116|a496159881|a646801104|a654774809|a698460954
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020    0511464770|q(electronic book) 
020    9780511464775|q(electronic book) 
020    9780511465512|q(electronic book) 
020    0511465513|q(electronic book) 
020    0511463243|q(electronic book) 
020    9780511463242|q(electronic book) 
020    |z0521897882|q(Cloth) 
020    |z9780521897884|q(hardback) 
024 8  9786611982935 
027    MYILIB_CUp 
035    (OCoLC)312913109|z(OCoLC)314901116|z(OCoLC)496159881
       |z(OCoLC)646801104|z(OCoLC)654774809|z(OCoLC)698460954
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       |z(OCoLC)1066406685|z(OCoLC)1073062244|z(OCoLC)1079889032 
037    198293|bMIL 
040    CDX|beng|epn|cCDX|dOCLCQ|dN$T|dIDEBK|dE7B|dOCLCQ|dQE2|dCEF
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049    RIDW 
050  4 HG6024.A3|bM69 2009eb 
072  7 BUS|x036060|2bisacsh 
082 04 332.632 22 22|222 
090    HG6024.A3|bM69 2009eb 
100 1  Mounfield, Craig,|d1969-|0https://id.loc.gov/authorities/
       names/n2008067202 
245 10 Synthetic CDOs :|bmodelling, valuation and risk management
       /|cCraig Mounfield. 
246 3  Synthetic collateralised debt obligations 
264  1 Cambridge ;|aNew York :|bCambridge University Press,
       |c2009. 
300    1 online resource (xvi, 369 pages) :|billustrations. 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
347    text file|2rdaft 
490 1  Mathematics, finance and risk 
504    Includes bibliographical references (pages 357-363) and 
       index. 
505 0  1. A primer on collateralised debt obligations; 2. The 
       modelling of obligor default; 3. Valuation of credit 
       default swaps; 4. Credit indices; 5. Valuation of default 
       baskets; 6. Synthetic CDO valuation methodologies; 7. 
       Phenomenology of the standard market model; 8. Risk 
       quantification and sensitivities of synthetic CDOs; 9. 
       Implied and base correlations; 10. Extensions of the 
       standard market model; 11. Exotic CDOs; 12. Correlation 
       trading of synthetic CDO tranches; 13. Risk management of 
       a portfolio of synthetic CDOs; 14. Hedging simulation of 
       structured credit products; A. Explanation of common 
       notation; B. Simulated annealing. 
520 1  "Starting with a brief overview of the structured finance 
       landscape, the book introduces the basic modelling 
       concepts necessary to model and value simple vanilla 
       credit derivatives. Building on this, the book then 
       describes in detail the modelling, valuation and risk 
       management of synthetic CDOs. A clear and detailed picture
       of the behaviour of these complex instruments is built up.
       The final chapters introduce more advanced topics such as 
       portfolio management of synthetic CDOs and hedging 
       techniques, often not covered in other texts."--Jacket. 
588 0  Print version record. 
590    eBooks on EBSCOhost|bEBSCO eBook Subscription Academic 
       Collection - North America 
650  0 Collateralized debt obligations.|0https://id.loc.gov/
       authorities/subjects/sh2004007695 
650  7 Collateralized debt obligations.|2fast|0https://
       id.worldcat.org/fast/1201537 
655  0 Electronic book. 
655  4 Electronic books. 
776 08 |iPrint version:|aMounfield, Craig, 1969-|tSynthetic CDOs.
       |dCambridge ; New York : Cambridge University Press, 2009
       |w(DLC)  2008043035 
830  0 Mathematics, finance, and risk.|0https://id.loc.gov/
       authorities/names/n2003109480 
856 40 |uhttps://rider.idm.oclc.org/login?url=http://
       search.ebscohost.com/login.aspx?direct=true&scope=site&
       db=nlebk&AN=263520|zOnline eBook via EBSCO. Access 
       restricted to current Rider University students, faculty, 
       and staff. 
856 42 |3Instructions for reading/downloading the EBSCO version 
       of this eBook|uhttp://guides.rider.edu/ebooks/ebsco 
901    MARCIVE 20231220 
948    |d20190507|cEBSCO|tEBSCOebooksacademic NEW 4-5-19 7552
       |lridw 
994    92|bRID