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:
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Editor Gunter Meissner is an associate professor of finance at Hawaii Pacific University. He is also president of Derivatives Software, which specialises in software for standard and exotic options and swaps; VaR models, term structure based models as well as credit derivatives and weather derivatives. Gunter has held a number of visiting professor positions at universities including: McMaster, University of Technology Sydney, Thammasat University Thailand and Ecole Nationale des Ponts et ChaussÃ©es, Tokyo and NYU New York. Prior to working within academia Gunter was head of options at Deutsche Bank, Tokyo from 1994-1996. He was head of product development at Deutsche Bank, Frankfurt and an interest rate derivatives trader for Deutsche Bank, in both Frankfurt and New York.
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Book Description Incisive Media, 2008. Hardcover. Book Condition: New. book. Bookseller Inventory # 1906348014
Book Description Risk Books, 2008. Hardcover. Book Condition: Brand New. 350 pages. 9.21x6.22x1.50 inches. In Stock. Bookseller Inventory # zk1906348014