Abstract
With the start of the explosive growth of the CDO market in the beginning of the 2000, pricing of various CDO structures became a very popular research subject. The world academic community introduced a variety of approaches for modeling a portfolio of credit instruments. In this thesis we are going to consider one spe- cial type of models.
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© 2011 Springer Berlin Heidelberg
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Schlösser, A. (2011). Conclusion. In: Pricing and Risk Management of Synthetic CDOs. Lecture Notes in Economics and Mathematical Systems, vol 646. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15609-0_10
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DOI: https://doi.org/10.1007/978-3-642-15609-0_10
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Print ISBN: 978-3-642-15608-3
Online ISBN: 978-3-642-15609-0
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