Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Collateralized Debt Obligations

Collateralized Debt Obligations

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783658048464
Condition
New
Product Description

The author focuses on a method to price Collateralized Debt Obligations (CDO) tranches. The original method is developed by Castagna, Mercurio and Mosconi in 2012. The Thesis provides an extension of the original work by generalizing the Gaussian dependence in terms of Copula functions. In particular the model is rewritten for the specific case of the Clayton copula. The method is applied to price the tranches of a CDX. By comparing the tranches prices, it is possible to notice that the Clayton approach leads to smaller equity and mezzanine tranches. The senior and super senior tranches levels are higher when the dependence is modeled by a Clayton copula.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$39.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

$39.99
See Site In stock Visit Store

Similar Products

Literature and Stylistics for Language Learners

$109.99

Revisiting Economic Vulnerability in Old Age

$84.99

Convex Optimization in Normed Spaces

$79.99

Parsing Techniques

$249.99

Ciclosporin in Autoimmune Diseases

$109.99

T. G. Masaryk: Against the Current, 18821914

$39.99

Quasiclassical Methods

$84.99

Governance als Einfluss-System

$49.99

George Gissing: The Cultural Challenge

$39.95

Learning in Work

$109.99

Schritte in die knftige Mobilitt

$79.99

Wish Novels: Pumpkin Spice Up Your Life

$5.99

Molecular Imaging of Animals

$299.99

Who Decides?

$54.99

Introduction to Stochastic Calculus for Finance

$99.99

Biologic Effects of Light 2001

$169.99

Robotic Surgery of the Head and Neck

$84.99

Politics of Stigmatization

$139.99

Taschenbuch fr Umweltschutz

$59.99

Crystal Chemistry of Condensed Phosphates

$249.99

Process Control Performance Assessment

$169.99

Analytical and Stochastic Modelling Techniques and Applications

$54.99

Case-Based Reasoning Research and Development

$54.99

Knowledge Discovery, Knowledge Engineering and Knowledge Management

$54.99

The Paradox of Intellectual Property in Capitalism

$129.99

Integrated Spatial and Transport Infrastructure Development

$54.99

Biomedical Informatics

$54.99

Cellulose: Molecular and Structural Biology

$219.99

Pattern Recognition

$59.99

Organizational Communication and Technology in the Time of Coronavirus

$179.99

IoT Projects with NVIDIA Jetson Nano

$44.99

Gravity, Geoid and Geodynamics 2000

$219.99

Bausteine fr ein zukunftsfhiges Deutschland

$69.99

Transmission Network Investment in Liberalized Power Markets

$54.99

Key Statistical Concepts in Clinical Trials for Pharma

$54.99

Retroviral Immunology

$169.99

Introduction to Averaging Dynamics over Networks

$119.99

Finland's Relations with the Soviet Union, 1944-84

$169.99

Computers Helping People with Special Needs

$54.99

Matriarchy and Power in Africa

$54.99