Collateralized Debt Obligations (Record no. 93640)

000 -LEADER
fixed length control field 02887nam a22004455i 4500
001 - CONTROL NUMBER
control field 978-3-658-04846-4
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140220082524.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140122s2014 gw | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783658048464
-- 978-3-658-04846-4
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-658-04846-4
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HF4999.2-6182
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD28-70
072 #7 - SUBJECT CATEGORY CODE
Subject category code KJ
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS042000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 650
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Marcantoni, Enrico.
Relator term author.
245 10 - TITLE STATEMENT
Title Collateralized Debt Obligations
Medium [electronic resource] :
Remainder of title A Moment Matching Pricing Technique based on Copula Functions /
Statement of responsibility, etc by Enrico Marcantoni.
264 #1 -
-- Wiesbaden :
-- Springer Fachmedien Wiesbaden :
-- Imprint: Springer Gabler,
-- 2014.
300 ## - PHYSICAL DESCRIPTION
Extent XV, 93 p. 14 illus.
Other physical details online resource.
336 ## -
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-- txt
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337 ## -
-- computer
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-- rdamedia
338 ## -
-- online resource
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347 ## -
-- text file
-- PDF
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490 1# - SERIES STATEMENT
Series statement BestMasters
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note CDO: General Characteristics.- Credit Risk Modeling -- Copula Functions and Dependency Concepts -- Moment Matching Approximation -- Extensions to the Model -- Implementation.
520 ## - SUMMARY, ETC.
Summary, etc 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. Contents CDO: General Characteristics Credit Risk Modeling Copula Functions and Dependency Concepts Moment Matching Approximation Extensions to the Model Implementation Target Groups Researchers in the field of Finance Practitioners of Financial Institutions The Author Enrico Marcantoni obtained his Master Degree in Quantitative Finance at the University of Bologna  (Italy) taking part in a Double Degree Program  in collaboration  with the Master in Quantitative Asset and Risk Management at the University of Applied Sciences (bfi) Vienna (Austria).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics/Management Science.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Business/Management Science, general.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance/Investment/Banking.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783658048457
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title BestMasters
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-658-04846-4
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