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CDO Pricing

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Key item features

Title Context: CDO Pricing
Primary Contributor: None
System ISBN Index: 9780071715737
Language Presentation: English (US Standard)
Page Manifest Extent: Standard Printing Edition Count pages

Description

This chapter comes from the book The Handbook of Structured Finance, a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and managing risk, finding optimum pricing, and taking advantage of leverage and market incompleteness, as well as models for debt and equity modeling.