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13 - Risk management of a portfolio of synthetic CDOs
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Frontmatter
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8 - Risk quantification of synthetic CDOs
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10 - Extensions of the standard market model
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7 - Phenomenology of the standard market model
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References
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Preface
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6 - Valuation of synthetic CDOs
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2 - Modelling of obligor default
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Appendix A - Explanation of common notation
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Appendix B - Simulated annealing
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14 - Hedging simulation of structured credit products
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1 - A primer on collateralised debt obligations
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9 - Implied and base correlations
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12 - Correlation trading of synthetic CDO tranches
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Contents
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3 - Valuation of credit default swaps
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Index
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4 - Credit indices
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11 - Exotic CDOs
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