Handbook of structured finance /
Handbook of structured finance /
[edited by] Arnaud de Servigny, Norbert Jobst.
- New York : McGraw-Hill, c2007.
- vi, 785 p. : ill. ; 24 cm.
BW/138/ 80$
Includes bibliographical references and index.
Overview of the structured credit markets by Alexander Batchvarov -- Univariate risk assessment by Arnaud de Servigny and Sven Sandow -- Univariate credit risk pricing by Arnaud de Servigny and Philippe Henrotte -- Modeling credit dependency by Arnaud de Servigny -- Rating migration and asset correlation by Astrid van Landschoot and Norbert Jobst -- CDO pricing by Arnaud de Servigny -- An introduction to CDO risk management by Norbert Jobst -- A practical guide to CDO trading risk management by Andrea Petrelli ... [et al.] -- Cash and synthetic CDOs by Olivier Renault -- The CDO methodologies developed by Standard and Poor's -- Recent and not so recent developments in synthetic CDOs by Norbert Jobst -- Residential mortgage-backed securities by Varqa Khadem and Francis Parisi -- Covered bonds by Arnaud de Servigny and Aymeric Chauve -- An overview of structured investment vehicles and other special purpose companies by Cristina Polizu -- Securitizations in Basel ll by William Perraudin -- Securitization in the context of Basel ll by Arnaud de Servigny.
0071468641 (hardcover : alk. paper) 9780071468640 (hardcover : alk. paper)
2006028075
Asset-backed financing--Handbooks, manuals, etc.
Mortgage-backed securities--Handbooks, manuals, etc.
Credit--Management--Handbooks, manuals, etc.
Risk management--Handbooks, manuals, etc.
332.632044 HAN
BW/138/ 80$
Includes bibliographical references and index.
Overview of the structured credit markets by Alexander Batchvarov -- Univariate risk assessment by Arnaud de Servigny and Sven Sandow -- Univariate credit risk pricing by Arnaud de Servigny and Philippe Henrotte -- Modeling credit dependency by Arnaud de Servigny -- Rating migration and asset correlation by Astrid van Landschoot and Norbert Jobst -- CDO pricing by Arnaud de Servigny -- An introduction to CDO risk management by Norbert Jobst -- A practical guide to CDO trading risk management by Andrea Petrelli ... [et al.] -- Cash and synthetic CDOs by Olivier Renault -- The CDO methodologies developed by Standard and Poor's -- Recent and not so recent developments in synthetic CDOs by Norbert Jobst -- Residential mortgage-backed securities by Varqa Khadem and Francis Parisi -- Covered bonds by Arnaud de Servigny and Aymeric Chauve -- An overview of structured investment vehicles and other special purpose companies by Cristina Polizu -- Securitizations in Basel ll by William Perraudin -- Securitization in the context of Basel ll by Arnaud de Servigny.
0071468641 (hardcover : alk. paper) 9780071468640 (hardcover : alk. paper)
2006028075
Asset-backed financing--Handbooks, manuals, etc.
Mortgage-backed securities--Handbooks, manuals, etc.
Credit--Management--Handbooks, manuals, etc.
Risk management--Handbooks, manuals, etc.
332.632044 HAN